On the Viability of Solutions to Conformable Stochastic Differential Equations
DOI:
https://doi.org/10.4208/jpde.v37.n1.3Keywords:
Viability, conformable derivatives, conformable stochastic differential equation.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.