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Comparison theorems for stochastic evolution equations

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Publication:4543514
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DOI10.1080/10451120290008566zbMath0999.60060OpenAlexW2086419944MaRDI QIDQ4543514

Anna Milian

Publication date: 8 August 2002

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10451120290008566


zbMATH Keywords

mild solutionNemytskii operatorpositivity preserving semigroup


Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20)


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Invariance of closed convex cones for stochastic partial differential equations ⋮ Forward invariance and Wong-Zakai approximation for stochastic moving boundary problems ⋮ On CIR Equations with General Factors ⋮ Heath-Jarrow-Morton-Musiela equation with Lévy perturbation ⋮ Infinite-dimensional polynomial processes ⋮ A Stochastic Partial Differential Equation Model for Limit Order Book Dynamics ⋮ Monotonicity of the collateralized debt obligations term structure model




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