Invariance of closed convex cones for stochastic partial differential equations

DOI10.1016/j.jmaa.2017.02.044zbMath1383.60052arXiv1906.10352OpenAlexW2594559826MaRDI QIDQ2408615

Stefan Tappe

Publication date: 12 October 2017

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1906.10352

zbMATH Keywords

stochastic partial differential equationstochastic invarianceclosed convex coneparallel function

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (2)

Stochastic invariance for hybrid stochastic differential equation with non-Lipschitz coefficients ⋮ Invariance of closed convex sets for stochastic functional differential equations

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