Viability property of jump diffusion processes on manifolds

DOI10.1007/S10255-016-0559-8MaRDI QIDQ287870zbMATH OpenOpenAlexFDO

Authors Xue-hong Zhu, Guang-zu Liu

Publication date 23 May 2016

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10255-016-0559-8

zbMATH Keywords

manifoldviscosity solutionviability property

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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• The viability property of controlled jump diffusion processes
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Cites work

• scientific article; zbMATH DE number 8367 (Why is no real title available?)
• A note on weak viability for controllled diffusion.
• Exact and possible viability for controlled diffusions.
• Existence of stochastic control under state constraints
• Numerical Solution of the Riemann Problem for Two-Dimensional Gas Dynamics
• On risk reserve under distribution constraints
• Stochastic analysis on manifolds
• The viability property of controlled jump diffusion processes
• Viability property on Riemannian manifolds

Cited in

(3)

• Backward reachability approach to state-constrained stochastic optimal control problem for jump-diffusion models
• Viability property on Riemannian manifolds
• The viability property of controlled jump diffusion processes

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