Viability property of jump diffusion processes on manifolds |
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| Authors: | Xue-hong Zhu Guang-zu Liu |
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| Affiliation: | 1.School of Science,Nanjing University of Aeronautics and Astronautics,Nanjing,China;2.School of Electronic and Optical Engineering,Nanjing University of Science and Technology,Nanjing,China |
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| Abstract: | 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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