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Bj\u00f8rk} and \\textit{B. J. Christensen} [Math. Finance 9, No. 4, 323-348 (1999)] has proposed to use for this purpose the invariance question for nonlinear It\u00f4 equation on a separable Hilbert space \\(H\\) NEWLINE\\[NEWLINEdX(t)=(AX(t)+F(X(t))) dt+B(X(t)) dW(t),\\quad X(0)=x\\in H.\\tag{1}NEWLINE\\]NEWLINE We recall that the set \\(K\\subset H\\) is said to be invariant for (1) if and only if \\(P(X^x(t)\\in K)=1\\) for all solutions \\(X^x\\) to (1) with \\(x\\in K\\), \\(t>0\\), and the Wiener process \\(W(t)\\) in (1) takes values in a separable Hilbert space \\(U\\) and has covariance \\(Q\\), \\(F\\) is a mapping from \\(H\\) to \\(H\\) and \\(B\\) is a mapping from \\(H\\) to the space \\(L(U,H)\\) of all linear transformations from \\(U\\) to \\(H\\). The author concentrates on the approach which uses a connection between stochastic equations and deterministic control theory. 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