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math.AP2019
On the positivity of local mild solutions to stochastic evolution equations
Carlo Marinelli, Luca Scarpa
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 mil…
math.AP2019★ 1 cited
Positivity of mild solution to stochastic evolution equations with an application to forward rates
Carlo Marinelli
We prove a maximum principle for mild solutions to stochastic evolution equations with (locally) Lipschitz coefficients and Wiener noise on weighted spaces. As an application…