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 |
|