• Daneshyari
  • Topics
    • Physical Sciences and Engineering
      Life Sciences
      Health Sciences
      Social Sciences and Humanities
Physical Sciences and Engineering Mathematics Analysis

Invariance of closed convex cones for stochastic partial differential equations

Article ID Journal Published Year Pages File Type
5775008 Journal of Mathematical Analysis and Applications 2017 42 Pages PDF
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.
Keywords
Stochastic invarianceClosed convex coneStochastic partial differential equation
Related Topics
Physical Sciences and Engineering Mathematics Analysis
Preview
Invariance of closed convex cones for stochastic partial differential equations
Authors
Stefan Tappe,
Related Articles
Discrete spectra of compactly perturbed bounded operators
Novel implicit/explicit local conservative schemes for the regularized long-wave equation and convergence analysis
Conical square functions associated with Bessel, Laguerre and Schrödinger operators in UMD Banach spaces
Unique conditional expectations for abelian C⁎-inclusions
Characterization of the potential smoothness of one-dimensional Dirac operator subject to general boundary conditions and its Riesz basis property
Infinite-dimensional features of matrices and pseudospectra
An exact estimate result for a semilinear equation with critical exponent and prescribed singularity
Angle geometry in asymptotic Teichmüller spaces
On the radial solutions of a system with weights under the Keller–Osserman condition
An anisotropic Mumford–Shah model
Journal
Journal of Mathematical Analysis and Applications
Journal: Journal of Mathematical Analysis and Applications
Related Categories
Stochastic invariance
Closed convex cone
Stochastic partial differential equation
Algebra and Number Theory
Analysis
Applied Mathematics
Computational Mathematics
Control and Optimization
Discrete Mathematics and Combinatorics
Geometry and Topology
Logic
Mathematical Physics
Mathematics (General)
Modelling and Simulation
Numerical Analysis
Statistics and Probability
Theoretical Computer Science
Related Journals
Nonlinear Analysis: Real World Applications
Nonlinear Analysis: Theory, Methods & Applications
Nonlinear Analysis: Hybrid Systems
Expositiones Mathematicae
Journal of Functional Analysis
Annales de l'Institut Henri Poincare (C) Non Linear Analysis
Applied and Computational Harmonic Analysis
Differential Geometry and its Applications
Journal of Approximation Theory
Journal of Complexity
Journal of Differential Equations
Transactions of A. Razmadze Mathematical Institute
Daneshyari provides fulltext access to millions of research papers.