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

Tappe, Stefan

dc.identifier.uri	http://dx.doi.org/10.15488/1995
dc.identifier.uri	http://www.repo.uni-hannover.de/handle/123456789/2020
dc.contributor.author	Tappe, Stefan
dc.date.accessioned	2017-10-10T07:51:07Z
dc.date.available	2017-10-10T07:51:07Z
dc.date.issued	2015
dc.identifier.citation	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
dc.description.abstract	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.	eng
dc.language.iso	eng
dc.publisher	Seattle : University Washington, Dept. Mathematics
dc.relation.ispartofseries	Electronic Communications in Probability 20 (2015)
dc.rights	CC BY 3.0 Unported
dc.rights.uri	https://creativecommons.org/licenses/by/3.0/
dc.subject	stochastic partial differential equation	eng
dc.subject	flatness of a submanifold	eng
dc.subject	stochastic invariance	eng
dc.subject	levy process with small jumps	eng
dc.subject	term structure models	eng
dc.subject	higher rank	eng
dc.subject	existence	eng
dc.subject	curvature	eng
dc.subject.ddc	510 \| Mathematik	ger
dc.title	Flatness of invariant manifolds for stochastic partial differential equations driven by Levy processes
dc.type	Article
dc.type	Text
dc.relation.issn	1083-589X
dc.relation.doi	https://doi.org/10.1214/ECP.v20-3943
dc.bibliographicCitation.volume	20
dc.bibliographicCitation.firstPage	1
dc.bibliographicCitation.lastPage	11
dc.description.version	publishedVersion
tib.accessRights	frei zug�nglich