Nonattainability of a set by a diffusion process
Nonattainability of a set by a diffusion process
Consider a system of <italic>n</italic> stochastic differential equations <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="d xi equals b left-parenthesis xi right-parenthesis d t plus sigma left-parenthesis xi right-parenthesis d w"> <mml:semantics> <mml:mrow> <mml:mi>d</mml:mi> <mml:mi>ξ<!-- ξ --></mml:mi> <mml:mo>=</mml:mo> <mml:mi>b</mml:mi> <mml:mo stretchy="false">(</mml:mo> <mml:mi>ξ<!-- ξ --></mml:mi> <mml:mo stretchy="false">)</mml:mo> <mml:mi>d</mml:mi> <mml:mi>t</mml:mi> <mml:mo>+</mml:mo> <mml:mi>σ<!-- σ --></mml:mi> <mml:mo …