On the Viability of Solutions to Conformable Stochastic Differential Equations
Liping Xu, Zhi Li
On the Viability of Solutions to Conformable Stochastic Differential Equations
The viability of the conformable stochastic differential equations is studied. Some necessary and sufficient conditions in terms of the distance function to K are given. In addition, when the boundary of K is sufficiently smooth, our necessary and sufficient conditions can reduce to two relations just on the boundary of K. Lastly, an example is given to illustrate our main results.
Viability / conformable derivatives / conformable stochastic differential equation
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