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Invariant cones for jump-diffusions in infinite dimensions

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  • Stefan Tappe

Abstract

In this paper we provide sufficient conditions for stochastic invariance of closed convex cones for stochastic partial differential equations (SPDEs) of jump-diffusion type, and clarify when these conditions are necessary. Our results apply to the positive cone of abstract $L^2$-spaces. Furthermore, we present a series of applications, where we investigate SPDEs arising in natural sciences and economics.

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  • Stefan Tappe, 2022. "Invariant cones for jump-diffusions in infinite dimensions," Papers 2206.13913, arXiv.org, revised Nov 2023.
    • Handle: RePEc:arx:papers:2206.13913
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