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Terminal Invariance of Jump Diffusions
Doklady Mathematics ( IF 0.6 ) Pub Date : 2020-07-01 , DOI: 10.1134/s1064562420040092
M. M. Khrustalev , K. A. Tsarkov

Abstract— 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.

中文翻译:

跳跃扩散的终端不变性

摘要— 提出了扩散跳跃型非线性动力随机可控系统的终端不变性充分条件。这些条件在世界文学中没有类似物。扰动不变性条件(对于固定的初始点)和绝对不变性条件(确保终端标准对任何初始数据取恒定值)都被公式化。
更新日期:2020-07-01
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