The viability property of jump diffusion processes on Riemannian manifolds
Probability
2010-05-19 v1
Abstract
In this note, we consider the necessary and sufficient condition for viability property of diffusion processes with jumps on closed submanifolds of with some concrete examples.
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Cite
@article{arxiv.1005.3170,
title = {The viability property of jump diffusion processes on Riemannian manifolds},
author = {Xuehong Zhu},
journal= {arXiv preprint arXiv:1005.3170},
year = {2010}
}
Comments
9 pages