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.
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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