arXiv:1906.10352 Abstract | arXiv Analytics

arXiv:1906.10352 [math.PR]Abstract References Reviews Resources

Invariance of closed convex cones for stochastic partial differential equations

Published 2019-06-25Version 1

The goal of this paper is to clarify when a closed convex cone is invariant for a stochastic partial differential equation (SPDE) driven by a Wiener process and a Poisson random measure, and to provide conditions on the parameters of the SPDE, which are necessary and sufficient.

Comments: 41 pages, 2 figures

Journal: Journal of Mathematical Analysis and Applications 451(2):1077-1122, 2017

Categories: math.PR, math.FA

Subjects: 60H15, 60G17

Keywords: stochastic partial differential equation, closed convex cone, invariance, poisson random measure, wiener process

Tags: journal article

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