Invariant cones for jump-diffusions in infinite dimensions
| Autor: | Tappe, Stefan |
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| Rok vydání: | 2022 |
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| Druh dokumentu: | Working Paper |
| Popis: | 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. Comment: 46 pages |
| Databáze: | arXiv |
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