Invariance of closed convex cones for stochastic partial differential equations
Probability
2025-11-21 v1 Functional Analysis
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.
Keywords
Cite
@article{arxiv.1906.10352,
title = {Invariance of closed convex cones for stochastic partial differential equations},
author = {Stefan Tappe},
journal= {arXiv preprint arXiv:1906.10352},
year = {2025}
}
Comments
41 pages, 2 figures