Invariant manifolds with boundary for jump-diffusions

2012/02/06 by Filipovic, Damir, Tappe, Stefan, Teichmann, Josef · 1 citation
#60G17 #60H15 #FOS: Mathematics #Functional Analysis (math.FA) #Probability (math.PR)

paper · doi:10.48550/arxiv.1202.1076

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.

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