Stochastic viability and a comparison theorem

DOI10.4064/cm-68-2-297-316zbMath0820.60041OpenAlexW796914294MaRDI QIDQ4764768

Anna Milian

Publication date: 11 September 1995

Published in: Colloquium Mathematicum (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/210314

zbMATH Keywords

Wiener processcomparison theoremsItô equationstochastic viability for a convex polyhedron

Mathematics Subject Classification ID

Stochastic integral equations (60H20)

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