Flatness of invariant manifolds for stochastic partial differential equations driven by Levy processes

Originalpublikation

Tappe, Stefan: Flatness of invariant manifolds for stochastic partial differential equations driven by Levy processes. In: Electronic Communications in Probability 20 (2015), S. 1-11. DOI: https://doi.org/10.1214/ECP.v20-3943

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Zusammenfassung:
The purpose of this note is to prove that the flatness of an invariant manifold for a semilinear stochastic partial differential equation driven by Levy processes is at least equal to the number of driving sources with small jumps. We illustrate our findings by means of an example.
Lizenzbestimmungen: CC BY 3.0 Unported - https://creativecommons.org/licenses/by/3.0/
Publikationstyp: Article
Publikationsstatus: publishedVersion
Erstveröffentlichung: 2015
Schlagwörter (englisch): stochastic partial differential equation, flatness of a submanifold, stochastic invariance, levy process with small jumps, term structure models, higher rank, existence, curvature
Fachliche Zuordnung (DDC): 510 | Mathematik

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