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dc.contributor.authorCresson, J.
dc.contributor.authorEfendiev, M.A.
dc.contributor.authorSonner, S.
dc.date.accessioned2017-02-21T08:18:19Z
dc.date.available2017-02-21T08:18:19Z
dc.date.issued2013-12-31
dc.identifier.issn0044-2267
dc.identifier.urihttp://hdl.handle.net/20.500.11824/543
dc.description.abstractWe study the positivity of solutions of a class of semi-linear parabolic systems of stochastic partial differential equations by considering random approximations. For the family of random approximations we derive explicit necessary and sufficient conditions such that the solutions preserve positivity. These conditions imply the positivity of the solutions of the stochastic system for both Itô's and Stratonovich's interpretation of stochastic differential equations. We study the positivity of solutions of a class of semi-linear parabolic systems of stochastic partial differential equations by considering random approximations. For the family of random approximations we derive explicit necessary and sufficient conditions such that the solutions preserve positivity. These conditions imply the positivity of the solutions of the stochastic system for both Itô's and Stratonovich's interpretation of stochastic differential equations.
dc.formatapplication/pdf
dc.language.isoengen_US
dc.rightsReconocimiento-NoComercial-CompartirIgual 3.0 Españaen_US
dc.rights.urihttp://creativecommons.org/licenses/by-nc-sa/3.0/es/en_US
dc.subjectNecessary and sufficient conditions
dc.subjectPositive cone
dc.subjectSemi-linear parabolic systems
dc.subjectStochastic PDEs.
dc.titleOn the positivity of solutions of systems of stochastic PDEs
dc.typeinfo:eu-repo/semantics/articleen_US
dc.identifier.doi10.1002/zamm.201100167
dc.relation.publisherversionhttps://www.scopus.com/inward/record.uri?eid=2-s2.0-84878691170&doi=10.1002%2fzamm.201100167&partnerID=40&md5=29971937aa4715cf26142fabfa80c49a
dc.rights.accessRightsinfo:eu-repo/semantics/openAccessen_US
dc.type.hasVersioninfo:eu-repo/semantics/publishedVersionen_US
dc.journal.titleZAMM Zeitschrift fur Angewandte Mathematik und Mechaniken_US


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Reconocimiento-NoComercial-CompartirIgual 3.0 España
Except where otherwise noted, this item's license is described as Reconocimiento-NoComercial-CompartirIgual 3.0 España