Viability property of jump diffusion processes on manifolds
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Publication:287870
DOI10.1007/s10255-016-0559-8zbMath1336.60163OpenAlexW2343409557MaRDI QIDQ287870
Publication date: 23 May 2016
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-016-0559-8
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Cites Work
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- Viability property on Riemannian manifolds
- Exact and possible viability for controlled diffusions.
- A note on weak viability for controllled diffusion.
- The viability property of controlled jump diffusion processes
- On risk reserve under distribution constraints
- Existence of stochastic control under state constraints
- Numerical Solution of the Riemann Problem for Two-Dimensional Gas Dynamics
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