Invariance of closed convex cones for stochastic partial differential equations

dc.identifier.uri	http://dx.doi.org/10.15488/1328
dc.identifier.uri	http://www.repo.uni-hannover.de/handle/123456789/1353
dc.contributor.author	Tappe, Stefan
dc.date.accessioned	2017-04-20T08:42:19Z
dc.date.available	2019-03-01T23:05:02Z
dc.date.issued	2017
dc.identifier.citation	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
dc.description.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.	eng
dc.language.iso	eng
dc.publisher	Cambridge, MA : Elsevier Academic Press
dc.relation.ispartofseries	Journal of Mathematical Analysis and Applications 451 (2017), Nr. 2
dc.rights	CC BY-NC-ND 4.0 Unported
dc.rights.uri	https://creativecommons.org/licenses/by-nc-nd/4.0/
dc.subject	Closed convex cone	eng
dc.subject	Parallel function	eng
dc.subject	Stochastic invariance	eng
dc.subject	Stochastic partial differential equation	eng
dc.subject.ddc	510 \| Mathematik	ger
dc.title	Invariance of closed convex cones for stochastic partial differential equations
dc.type	Article
dc.type	Text
dc.relation.essn	0022-247X
dc.relation.doi	10.1016/j.jmaa.2017.02.044
dc.description.version	acceptedVersion
tib.accessRights	frei zug�nglich

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