Stochastic viability of convex sets ✩

We investigate necessary and sufficient conditions for viability of a closed convex set K under weak solutions of a stochastic differential equation. These conditions are expressed in terms of the distance function to K. When in addition the boundary of K is smooth, then our necessary and sufficient conditions reduce to two relations that have to be verified just on the boundary of K. © 2006 Elsevier Inc. All rights reserved.