Invariant Sets of Systems of Stochastic Differential Equations with Jumps
Tóm tắt
We introduce the notion of invariant surfaces for inhomogeneous stochastic differential equations with jumps. The results obtained enable one to determine invariant surfaces for stochastic differential equations of the type indicated.
Tài liệu tham khảo
I. I. Gikhman and A. V. Skorokhod, Stochastic Differential Equations and Their Applications [in Russian], Naukova Dumka, Kiev (1982).
H. L. Kulinich and S. V. Kushnirenko, “Invariant sets of systems of stochastic differential equations without aftereffect,” Teor. Imovir. Mat. Statist., Issue 63, 112–118 (2000).
I. I. Gikhman and A. V. Skorokhod, Theory of Random Processes [in Russian], Vol. 3, Nauka, Moscow (1975).