  In this note, we study the viability of a bounded open domain in $\mathbb{R}%
^{n}$ for a process driven by a path-dependent stochastic differential equation
with Lipschitz data. We extend an invariant result of Cannarsa, Da. Prato and
Frankowska [\textit{Indiana Univ. Math. J.} \textbf{59} (2010) 53-78] to a
non-Markovian setting.
