Invariance of closed convex cones for stochastic partial differential equations
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Publication:2408615
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.
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Cited in
(7)- On the viability of solutions to conformable stochastic differential equations
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- Closability of quadratic forms associated to invariant probability measures of SPDEs
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