Invariant manifolds with boundary for jump-diffusions
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Original version
Filipovic, D.; Tappe, S.; Teichmann, J.: Invariant manifolds with boundary for jump-diffusions. In: Electronic Journal of Probability 19 (2014), 51. DOI:
https://doi.org/10.1214/EJP.v19-2882
Repository version
To cite the version in the repository, please use this identifier:
https://doi.org/10.15488/930
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Abstract:
We provide necessary and sufficient conditions for stochastic invariance of finite dimensional submanifolds with boundary in Hilbert spaces for stochastic partial differential equations driven by Wiener processes and Poisson random measures.
License of this version:
CC BY 3.0 Unported -
https://creativecommons.org/licenses/by/3.0/
Publication type:
Article
Publishing status:
publishedVersion
Publication date:
2014
Keywords english:
Jump-diffusion
,
Stochastic invariance
,
Stochastic partial differential equation
,
Submanifold with boundary
DDC:
510 | Mathematik
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