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arXiv · 1005.3170

The viability property of jump diffusion processes on Riemannian manifolds

Xuehong Zhu
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Abstract

In this note, we consider the necessary and sufficient condition for viability property of diffusion processes with jumps on closed submanifolds of $R^{m}$ with some concrete examples.

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Xuehong Zhu. 2010-05-18. The viability property of jump diffusion processes on Riemannian manifolds. https://arxiv.org/abs/1005.3170

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