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On the positivity of local mild solutions to stochastic evolution equations

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 نشر من قبل Carlo Marinelli
 تاريخ النشر 2019
  مجال البحث
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We provide sufficient conditions on the coefficients of a stochastic evolution equation on a Hilbert space of functions driven by a cylindrical Wiener process ensuring that its mild solution is positive if the initial datum is positive. As an application, we discuss the positivity of forward rates in the Heath-Jarrow-Morton model via Musielas stochastic PDE.



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