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Invariant manifolds with boundary for jump-diffusions


 
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1. Title Title of document Invariant manifolds with boundary for jump-diffusions
 
2. Creator Author's name, affiliation, country Damir Filipović; EPFL and Swiss Finance Institute; Switzerland
 
2. Creator Author's name, affiliation, country Stefan Tappe; Leibniz Universität Hannover; Germany
 
2. Creator Author's name, affiliation, country Josef Teichmann; ETH Zürich; Switzerland
 
3. Subject Discipline(s)
 
3. Subject Keyword(s)
 
3. Subject Subject classification 60H15, 60G17
 
4. Description 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.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2014-06-22
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/2882
 
10. Identifier Digital Object Identifier 10.1214/EJP.v19-2882
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 19
 
12. Language English=en en
 
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