Invariant cones for jump-diffusions in infinite dimensions

arXiv2206.13913MaRDI QIDQ6403378FDOQ6403378

Authors: Stefan Tappe 

Publication date: 28 June 2022

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

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