The Viability Property for Path-dependent SDE under Open Constraints

zbMath1349.60103arXiv1203.5666MaRDI QIDQ2992052

Liangquan Zhang

Publication date: 10 August 2016

Full work available at URL: https://arxiv.org/abs/1203.5666

zbMATH Keywords

functional Itô calculusstochastic viabilitypath-dependent stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Sample path properties (60G17)

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