You are here: Home → Events → GFM seminars → Verifying positivity in stochastic models that include diffusion, transport and interaction terms
Document Actions

Verifying positivity in stochastic models that include diffusion, transport and interaction terms

GFM seminar
IIIUL, B2-01
2011-01-07 15:00 .. 16:00
Add event to calendar:   vCal    iCal

By Jacky Cresson (Laboratoire de Mathématiques Appliquées de Pau, France)

We derive necessary and sufficient conditions for preserving the positive cone for a class of semi-linear parabolic systems of stochastic partial differential equations. These conditions are valid for both Itô's and Stratonovich's interpretation of stochastic differential equations.

« October 2026 »
Su Mo Tu We Th Fr Sa
123
45678910
11121314151617
18192021222324
25262728293031