Terminal Invariance of Jump Diffusions
Mikhail M. Khrustalev, K. A. Tsarkov · Doklady Mathematics · 2020
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.