Terminal Invariance of Jump Diffusions

2020 
Terminal invariance sufficient conditions for nonlinear dynamical stochastic controllable systems of diffusion-jump type are proposed. These conditions have no analogues in the world literature. Both perturbation invariance conditions (for a fixed initial point) and absolute invariance conditions (ensuring that the terminal criterion takes a constant value for any initial data) are formulated.
    • Correction
    • Source
    • Cite
    • Save
    • Machine Reading By IdeaReader
    2
    References
    0
    Citations
    NaN
    KQI
    []