论文标题
封闭组与随机部分微分方程的解决方案之间的距离
Distance between closed sets and the solutions to stochastic partial differential equations
论文作者
论文摘要
本文的目的是阐明何时进行随机部分微分方程的解决方案保持接近状态空间的一个特定起点子集的起点。这包括确定性部分微分方程的结果。例如，我们将考虑该子集是具有边界的有限维度子手机的情况。我们还讨论了数学金融的应用，即利率曲线演变的建模。
The goal of this paper is to clarify when the solutions to stochastic partial differential equations stay close to a given subset of the state space for starting points which are close as well. This includes results for deterministic partial differential equations. As an example, we will consider the situation where the subset is a finite dimensional submanifold with boundary. We also discuss applications to mathematical finance, namely the modeling of the evolution of interest rate curves.
