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arXiv 1202.1076math.PRmath.FA
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跳跃扩散的带边界的不变流形

Invariant manifolds with boundary for jump-diffusions

Damir Filipovic, Stefan Tappe, Josef Teichmann

摘要:

对于由Wiener过程和Poisson随机测度驱动的随机偏微分方程,给出了希尔伯特空间中有限维带边界子流形随机不变性的充要条件.

英文摘要:

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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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