Invariant manifolds with boundary for jump-diffusions

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dc.identifier.uri http://dx.doi.org/10.15488/930
dc.identifier.uri http://www.repo.uni-hannover.de/handle/123456789/954
dc.contributor.author Filipovic, Damir
dc.contributor.author Tappe, Stefan
dc.contributor.author Teichmann, Josef
dc.date.accessioned 2016-12-21T14:07:24Z
dc.date.available 2016-12-21T14:07:24Z
dc.date.issued 2014
dc.identifier.citation 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
dc.description.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. eng
dc.language.iso eng
dc.publisher Washington : University of Washington
dc.relation.ispartofseries Electronic Journal of Probability 19 (2014)
dc.rights CC BY 3.0 Unported
dc.rights.uri https://creativecommons.org/licenses/by/3.0/
dc.subject Jump-diffusion eng
dc.subject Stochastic invariance eng
dc.subject Stochastic partial differential equation eng
dc.subject Submanifold with boundary eng
dc.subject.ddc 510 | Mathematik ger
dc.title Invariant manifolds with boundary for jump-diffusions
dc.type Article
dc.type Text
dc.relation.issn 10836489
dc.relation.doi https://doi.org/10.1214/EJP.v19-2882
dc.bibliographicCitation.volume 19
dc.bibliographicCitation.lastPage 51
dc.description.version publishedVersion
tib.accessRights frei zug�nglich


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