Viability Property of Jump Diffusion Processes on Manifolds

被引：1
|
作者：
Zhu, Xue-hong [1 ]
Liu, Guang-zu [2 ]
机构：
[1] Nanjing Univ Aeronaut & Astronaut, Sch Sci, Nanjing 210016, Jiangsu, Peoples R China
[2] Nanjing Univ Sci & Technol, Sch Elect & Opt Engn, Nanjing 210014, Jiangsu, Peoples R China
来源：
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES | 2016年 / 32卷 / 02期
关键词：
viability property; viscosity solution; manifold;
D O I：
10.1007/s10255-016-0559-8
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this note, we give a necessary and sufficient condition for viability property of diffusion processes with jumps on closed submanifolds of R-m. Our result is the system is viable in a closed submanifold K iff the coefficients are tangent to K along K if the equation is in the sense of stratonovich integral and the solution jumps from K to K.
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页码：349 / 354
页数：6
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