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research article
Invariant manifolds with boundary for jump-diffusions
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 Wiener processes and Poisson random measures.
Type
research article
Web of Science ID
WOS:000341095300001
Authors
Publication date
2014
Publisher
Published in
Volume
19
Start page
1
End page
28
Peer reviewed
REVIEWED
EPFL units
Available on Infoscience
October 23, 2014
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