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arXiv:math/0510077 [math.PR]AbstractReferencesReviewsResources

On invariance of domains with smooth boundaries with respect to stochastic differential equations

Vitalii A. Gasanenko

Published 2005-10-04, updated 2005-10-05Version 2

We prove constructible sufficient conditions of lack of exit by solutions of stochastic differential Ito's equations from domains with smooth boundaries

Categories: math.PR
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