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2014 Invariant manifolds with boundary for jump-diffusions
Damir Filipović, Stefan Tappe, Josef Teichmann
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Electron. J. Probab. 19: 1-28 (2014). DOI: 10.1214/EJP.v19-2882

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.

Citation

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Damir Filipović. Stefan Tappe. Josef Teichmann. "Invariant manifolds with boundary for jump-diffusions." Electron. J. Probab. 19 1 - 28, 2014. https://doi.org/10.1214/EJP.v19-2882

Information

Accepted: 22 June 2014; Published: 2014
First available in Project Euclid: 4 June 2016

zbMATH: 1301.60072
MathSciNet: MR3227060
Digital Object Identifier: 10.1214/EJP.v19-2882

Subjects:
Primary: 60H15
Secondary: 60G17

JOURNAL ARTICLE
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