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arXiv · 1202.1076

Invariant manifolds with boundary for jump-diffusions

Damir Filipovic·Stefan Tappe·Josef Teichmann
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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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Damir Filipovic, Stefan Tappe, Josef Teichmann. 2012-02-06. Invariant manifolds with boundary for jump-diffusions. https://arxiv.org/abs/1202.1076

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