Invariant cones for jump-diffusions in infinite dimensions
DOI10.1007/S00030-024-00996-7MaRDI QIDQ6630537
Publication date: 31 October 2024
Published in: NoDEA. Nonlinear Differential Equations and Applications (Search for Journal in Brave)
stochastic partial differential equationstochastic invarianceclosed convex coneabstract \(L^2\)-spaceequations arising in natural sciences and economicstransformations of cones
Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Stochastic models in economics (91B70) PDEs in connection with biology, chemistry and other natural sciences (35Q92) Sample path properties (60G17) Financial applications of other theories (91G80) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Ordered topological linear spaces, vector lattices (46A40) Nonlinear evolution equations (47J35) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)
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