English

Invariant cones for jump-diffusions in infinite dimensions

Probability 2025-11-21 v2 Functional Analysis Mathematical Finance

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 L2L^2-spaces. Furthermore, we present a series of applications, where we investigate SPDEs arising in natural sciences and economics.

Keywords

Cite

@article{arxiv.2206.13913,
  title  = {Invariant cones for jump-diffusions in infinite dimensions},
  author = {Stefan Tappe},
  journal= {arXiv preprint arXiv:2206.13913},
  year   = {2025}
}

Comments

46 pages

R2 v1 2026-06-24T12:06:44.754Z