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Original version
Tappe, S.: Invariance of closed convex cones for stochastic partial differential equations. In: Journal of Mathematical Analysis and Applications 451 (2017), Nr. 2, S.1077–1122. DOI: https://doi.org/10.1016/j.jmaa.2017.02.044
Repository version
To cite the version in the repository, please use this identifier:
https://doi.org/10.15488/1328
Files in this item
| Abstract: | |
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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.
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| License of this version: | CC BY-NC-ND 4.0 Unported - https://creativecommons.org/licenses/by-nc-nd/4.0/ |
| Publication type: | Article |
| Publishing status: | acceptedVersion |
| Publication date: | 2017 |
| Keywords english: | Closed convex cone, Parallel function, Stochastic invariance, Stochastic partial differential equation |
| DDC: | 510 | Mathematik |
This item appears in the following Collection(s):
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Fakultät für Mathematik und Physik
Frei zugängliche Publikationen aus der Fakultät für Mathematik und Physik