Differential and Integral Equations · 1993 · 43 citations · 10 references
EngineeringMathematicsDifferential EquationsStochastic ModelingStochastic ProcessesStochastic CalculusStochastic Differential EquationsStochastic StabilityStochastic ApproximationStochastic Differential Systems
The existence of viable solutions of constrained stochastic differential equations is established under a stochastic tangential condition. The approach is based on an appropriate notion of approximate solutions.
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