The Viability Property for Path-Dependent Stochastic Differential Equations under Open Constraints

Details The Viability Property for Path-Dependent Stochastic Differential Equations under Open Constraints The Viability Property for Path-Dependent Stochastic Differential Equations under Open Constraints

2012-03-26

arxiv.org/abs/1203.5666v1

Mathematics

Probability

Scientific paper

In the present article, we investigate the viability of a bounded open domain
in $\mathbb{R}^{n}$ under a path-dependent (non Markovian) diffusion process
with Lipschitz data. We show that such a property also holds under the same
assumptions that ensure the viability of a closed domain as well.

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