Flatness of invariant manifolds for stochastic partial differential equations driven by Levy processes

被引：1
|
作者：
Tappe, Stefan [1 ]
机构：
[1] Leibniz Univ Hannover, Inst Math Stochast, D-30167 Hannover, Germany
来源：
ELECTRONIC COMMUNICATIONS IN PROBABILITY | 2015年 / 20卷
关键词：
stochastic partial differential equation; flatness of a submanifold; stochastic invariance; Levy process with small jumps; TERM STRUCTURE MODELS; HIGHER RANK; EXISTENCE; CURVATURE;
D O I：
10.1214/ECP.v20-3943
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The purpose of this note is to prove that the flatness of an invariant manifold for a semilinear stochastic partial differential equation driven by Levy processes is at least equal to the number of driving sources with small jumps. We illustrate our findings by means of an example.
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页码：1 / 11
页数：11
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