On the Viability of Solutions to Conformable Stochastic Differential Equations

Liping Xu , Zhi Li

Journal of Partial Differential Equations ›› 2024, Vol. 37 ›› Issue (1) : 47 -58.

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Journal of Partial Differential Equations ›› 2024, Vol. 37 ›› Issue (1) : 47 -58. DOI: 10.4208/jpde.v37.n1.3

On the Viability of Solutions to Conformable Stochastic Differential Equations

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Abstract

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.

Keywords

Viability / conformable derivatives / conformable stochastic differential equation

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Liping Xu, Zhi Li. On the Viability of Solutions to Conformable Stochastic Differential Equations. Journal of Partial Differential Equations, 2024, 37(1): 47-58 DOI:10.4208/jpde.v37.n1.3

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