{
  "id": "1906.10352",
  "version": "v1",
  "published": "2019-06-25T07:06:08.000Z",
  "updated": "2019-06-25T07:06:08.000Z",
  "title": "Invariance of closed convex cones for stochastic partial differential equations",
  "authors": [
    "Stefan Tappe"
  ],
  "comment": "41 pages, 2 figures",
  "journal": "Journal of Mathematical Analysis and Applications 451(2):1077-1122, 2017",
  "categories": [
    "math.PR",
    "math.FA"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2019-06-25T07:06:08.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H15",
      "60G17"
    ],
    "keywords": [
      "stochastic partial differential equation",
      "closed convex cone",
      "invariance",
      "poisson random measure",
      "wiener process"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 41,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}