Comparison theorems for stochastic evolution equations

DOI10.1080/10451120290008566MaRDI QIDQ4543514zbMATH OpenOpenAlexFDO

Authors Anna Milian

Publication date 8 August 2002

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10451120290008566

zbMATH Keywords

mild solutionpositivity preserving semigroupNemytskii operator

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20)

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Cited in

(15)

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• Invariant cones for jump-diffusions in infinite dimensions
• On CIR Equations with General Factors
• COMPARISON FOR SOLUTIONS OF A SPDE DRIVEN BY MARTINGALE MEASURE
• Comparison theorems for diffusion processes
• Invariance of closed convex cones for stochastic partial differential equations
• A stochastic partial differential equation model for limit order book dynamics
• Forward invariance and Wong-Zakai approximation for stochastic moving boundary problems
• On the positivity of local mild solutions to stochastic evolution equations
• Comparison theorem for stochastic functional differential equations and applications

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