Stochastic invariance of closed sets with non-Lipschitz coefficients
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DOI: 10.1016/j.spa.2018.06.003
Note: View the original document on HAL open archive server: https://hal.science/hal-01349639v3
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Keywords
Stochastic differential equation; stochastic invariance; polynomial preserving diffusions; affine diffusions; polynomial diffusions;All these keywords.
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