The viability property of jump diffusion processes on Riemannian manifolds

Details The viability property of jump diffusion processes on Riemannian manifolds The viability property of jump diffusion processes on Riemannian manifolds

2010-05-18

arxiv.org/abs/1005.3170v1

Mathematics

Probability

9 pages

Scientific paper

In this note, we consider the necessary and sufficient condition for
viability property of diffusion processes with jumps on closed submanifolds of
$R^{m}$ with some concrete examples.

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