Invariance of closed convex cones for stochastic partial differential equations

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

卷:451

Article

Tappe, Stefan¹ 

[1] Leibniz Univ Hannover, Inst Math Stochast, Welfengarten 1, D-30167 Hannover, Germany

关键词: Stochastic partial differential equation;    Closed convex cone;    Stochastic invariance;    Parallel function;   

DOI  :  10.1016/j.jmaa.2017.02.044

来源: Elsevier

【 摘 要 】

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. (C) 2017 Elsevier Inc. All rights reserved.

【 授权许可】

Free