Auflistung nach Schlagwort "Stochastic invariance"

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  • Invariance of closed convex cones for stochastic partial differential equations 
    Tappe, Stefan (Cambridge, MA : Elsevier Academic Press, 2017)
    The goal of this paper is to clarify when a closed convex cone is invariant for a stochastic partial differential equation (SPDE) driven by a Wiener process and a Poisson random measure, and to provide conditions on the ...
  • Invariant manifolds with boundary for jump-diffusions 
    Filipovic, Damir; Tappe, Stefan; Teichmann, Josef (Washington : University of Washington, 2014)
    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 ...