{ "id": "math/0510077", "version": "v2", "published": "2005-10-04T15:05:53.000Z", "updated": "2005-10-05T15:42:23.000Z", "title": "On invariance of domains with smooth boundaries with respect to stochastic differential equations", "authors": [ "Vitalii A. Gasanenko" ], "categories": [ "math.PR" ], "abstract": "We prove constructible sufficient conditions of lack of exit by solutions of stochastic differential Ito's equations from domains with smooth boundaries", "revisions": [ { "version": "v2", "updated": "2005-10-05T15:42:23.000Z" } ], "analyses": { "keywords": [ "stochastic differential equations", "smooth boundaries", "stochastic differential itos equations", "invariance", "constructible sufficient conditions" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2005math.....10077G" } } }