On the positivity of local mild solutions to stochastic evolution equations

DOI10.1007/978-3-030-87432-2_12zbMath1499.60228arXiv1912.13259OpenAlexW2997331844MaRDI QIDQ2107417

Carlo Marinelli, Luca Scarpa

Publication date: 1 December 2022

Full work available at URL: https://arxiv.org/abs/1912.13259

zbMATH Keywords

positivitymild solutionsstochastic evolution equationsHJM model

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (2)

Reaction-diffusion equations with transport noise and critical superlinear diffusion: local well-posedness and positivity ⋮ Singular perturbations and asymptotic expansions for SPDEs with an application to term structure models

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