Invariant manifolds with boundary for jump-diffusions

Details Invariant manifolds with boundary for jump-diffusions Invariant manifolds with boundary for jump-diffusions

2012-02-06

arxiv.org/abs/1202.1076v1

Mathematics

Probability

72 pages including an extended appendix on SPDEs, manifolds and stochastic invariance results

Scientific paper

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. Several examples illustrate our results.

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