Terminal invariance of jump diffusions

DOI10.1134/S1064562420040092zbMath1478.93664OpenAlexW3160406199MaRDI QIDQ2243785

Yanyan Li

Publication date: 11 November 2021

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064562420040092

zbMATH Keywords

nonlinear stochastic systemsimpulsive systemsjump diffusionterminal invarianceinvariance sufficient conditions

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Diffusion processes (60J60) Stochastic systems in control theory (general) (93E03) Jump processes on general state spaces (60J76) Impulsive control/observation systems (93C27)

Related Items (2)

Neural network approach to the problem of predicting interest rate anomalies under the influence of correlated noise ⋮ Optimization of stochastic jump diffusion systems nonlinear in the control

Cites Work

• Invariance of stochastic diffusion systems
• Applied stochastic control of jump diffusions.
• Terminal invariance of stochastic diffusion systems
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