Stochastic viability and a comparison theorem

Volume 68 / 1995

Anna Milian Colloquium Mathematicum 68 (1995), 297-316 DOI: 10.4064/cm-68-2-297-316


We give explicit necessary and sufficient conditions for the viability of polyhedrons with respect to Itô equations. Using the viability criterion we obtain a comparison theorem for multi-dimensional Itô processes


  • Anna Milian

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