Electronic Journal of Probability

Invariant manifolds with boundary for jump-diffusions

Damir Filipović, Stefan Tappe, and Josef Teichmann

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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.

Article information

Electron. J. Probab., Volume 19 (2014), paper no. 51, 28 pp.

Accepted: 22 June 2014
First available in Project Euclid: 4 June 2016

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 60H15: Stochastic partial differential equations [See also 35R60]
Secondary: 60G17: Sample path properties

This work is licensed under a Creative Commons Attribution 3.0 License.


Filipović, Damir; Tappe, Stefan; Teichmann, Josef. Invariant manifolds with boundary for jump-diffusions. Electron. J. Probab. 19 (2014), paper no. 51, 28 pp. doi:10.1214/EJP.v19-2882. https://projecteuclid.org/euclid.ejp/1465065693

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