Invariant manifolds with boundary for jump-diffusions
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Publication:2248618
DOI10.1214/EJP.v19-2882zbMath1301.60072arXiv1202.1076OpenAlexW1976071930MaRDI QIDQ2248618
Josef Teichmann, Stefan Tappe, Damir Filipović
Publication date: 27 June 2014
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1202.1076
stochastic partial differential equationstochastic invariancejump-diffusionsubmanifold with boundary
Sample path properties (60G17) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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