Invariant manifolds with boundary for jump-diffusions
Probability
2014-06-23 v2 Functional Analysis
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.
Cite
@article{arxiv.1202.1076,
title = {Invariant manifolds with boundary for jump-diffusions},
author = {Damir Filipovic and Stefan Tappe and Josef Teichmann},
journal= {arXiv preprint arXiv:1202.1076},
year = {2014}
}
Comments
59 pages decomposing into a main article appearing in EJP (26 pages) and an Appendix (33 pages), which will serve as electronic Appendix for the publication