{
  "id": "2206.13913",
  "version": "v1",
  "published": "2022-06-28T11:44:58.000Z",
  "updated": "2022-06-28T11:44:58.000Z",
  "title": "Invariant cones for jump-diffusions in infinite dimensions",
  "authors": [
    "Stefan Tappe"
  ],
  "comment": "46 pages",
  "categories": [
    "math.PR",
    "math.FA",
    "q-fin.MF"
  ],
  "abstract": "In this paper we provide sufficient conditions for stochastic invariance of closed convex cones for stochastic partial differential equations (SPDEs) of jump-diffusion type, and clarify when these conditions are necessary. Our results apply to the positive cone of abstract $L^2$-spaces. Furthermore, we present a series of applications, where we investigate SPDEs arising in natural sciences and economics.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2022-06-28T11:44:58.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "infinite dimensions",
      "invariant cones",
      "stochastic partial differential equations",
      "stochastic invariance",
      "jump-diffusion type"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 46,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}