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Viability Property of Jump Diffusion Processes on Manifolds

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摘要 Inthisnote,wegiveanecessaryandsufficientconditionforviabilitypropertyofdiffusionprocesseswithjumpsonclosedsubmanifoldsofR~m.OurresultisthesystemisviableinaclosedsubmanifoldKiffthecoefficientsaretangenttoKalongKiftheequationisinthesenseofstratonovichintegralandthesolutionjumpsfromKtoK.

DOI wjvxl0z647/1608274

作者 Xue-hong ZHU;Guang-zu LIU

机构地区不详

出处《应用数学学报：英文版》 2016年2期

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分类 [理学][基础数学]

出版日期 2016年02月12日（中国期刊网平台首次上网日期，不代表论文的发表时间）

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应用数学学报：英文版

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