Viability property of jump diffusion processes on manifolds

被引：0

作者：

Xue-hong Zhu

Guang-zu Liu

机构：

[1] Nanjing University of Aeronautics and Astronautics,School of Science

[2] Nanjing University of Science and Technology,School of Electronic and Optical Engineering

来源：

Acta Mathematicae Applicatae Sinica, English Series | 2016年 / 32卷

关键词：

viability property; viscosity solution; manifold; 60H10; 49L25;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

In this note, we give a necessary and sufficient condition for viability property of diffusion processes with jumps on closed submanifolds of Rm. 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.

引用

页码：349 / 354

页数：5

共 16 条

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