Invariant manifolds with boundary for jump-diffusions
Work
Year: 2014
Type: article
Abstract: 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 Wien... more
Cites: 23
Cited by: 22
Related to: 20
FWCI: 3.269
Citation percentile (by year/subfield): 89.47
Subfield: Finance
Domain: Social Sciences
Open Access status: gold
APC paid (est): $675