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Original version
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
Repository version
To cite the version in the repository, please use this identifier:
https://doi.org/10.15488/1995
Files in this item
| Abstract: | |
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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.
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| License of this version: | CC BY 3.0 Unported - https://creativecommons.org/licenses/by/3.0/ |
| Publication type: | Article |
| Publishing status: | publishedVersion |
| Publication date: | 2015 |
| Keywords english: | stochastic partial differential equation, flatness of a submanifold, stochastic invariance, levy process with small jumps, term structure models, higher rank, existence, curvature |
| DDC: | 510 | Mathematik |
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Fakultät für Mathematik und Physik
Frei zugängliche Publikationen aus der Fakultät für Mathematik und Physik