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2009 | OriginalPaper | Chapter
Viability Theorems for Ordinary and Stochastic Differential Equations
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This chapter is meant to be an
independent
introduction to the basic theorems of viability theory in the simple framework of ordinary differential equations
x
'
=
f(x)
and stochastic differential equations
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$$ d\xi = f\left( {\xi \left( t \right)} \right)dt + g\left( {\xi \left( t \right)} \right)dW\left( t \right) $$
It can be omitted by readers who are only interested in the theory for differential inclusions.