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arxiv: 1202.1076 · v2 · pith:CG7VWJTVnew · submitted 2012-02-06 · 🧮 math.PR · math.FA

Invariant manifolds with boundary for jump-diffusions

classification 🧮 math.PR math.FA
keywords boundarystochasticconditionsdifferentialdimensionaldrivenequationsfinite
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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.

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