Invariant Sets of Systems of Stochastic Differential Equations with Jumps |
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Authors: | H L Kulinich S V Kushnirenko |
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Institution: | (1) Shevchenko Kyiv National University, Kyiv, Ukraine |
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Abstract: | 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.
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Translated from Neliniini Kolyvannya, Vol. 8, No. 2, pp. 234–240, April–June, 2005. |
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Keywords: | |
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