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- Journal Article
In this paper, we prove a type of Nagumo theorem on viability properties for stochastic differential equations driven by G-Brownian motion (G-SDEs). In particular, an equivalent criterion is formulated through stochastic contingent and tangent sets. Moreover, by the approach of direct and inverse images for stochastic tangent sets we present checkable conditions which keep the solution of a given G-SDE evolving in some particular sets. Show more
Journal / seriesJournal of Theoretical Probability
Pages / Article No.
SubjectStochastic viability; Stochastic differential equation; Stochastic tangent set; G-Brownian motion
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