Viability property on Riemannian manifolds (Q1046551)

The authors study a sufficient and necessary condition for the viability property of a stochastic differential equation (SDE) with smooth coefficients in a closed subset \(K\) of a compact Riemannian manifold without boundary, i.e., conditions which guarantee that, for every initial value belonging to \(K\), also, the solution of the equation takes all its values in \(K\). The present work generalizes earlier results of \textit{R. Buckdahn, S. Peng, M. Quincampoix} and \textit{C. Rainer} [C. R. Acad. Sci., Paris, Sér. I, Math. 327, No.~1, 17--22 (1998; Zbl 1036.49026)] from \(\mathbb R^n\) to compact Riemannian manifolds without boundary. Following the idea of this latter paper, the authors of the present work prove that the SDE enjoys the viability property in \(K\) if and only if the square of the distance function of \(K\) is a viscosity supersolution of a second-order PDE in some neighborhood of \(K\).