# Invariance of closed convex cones for stochastic partial differential equations

## TL;DR

This paper establishes necessary and sufficient conditions for the invariance of closed convex cones in the context of stochastic partial differential equations driven by Wiener processes and Poisson measures.

## Contribution

It provides a comprehensive characterization of invariance conditions for convex cones in SPDEs, advancing theoretical understanding in stochastic analysis.

## Key findings

- Characterization of invariance conditions for convex cones in SPDEs
- Necessary and sufficient criteria for cone invariance
- Enhanced understanding of stochastic invariance in infinite-dimensional spaces

## Abstract

The goal of this paper is to clarify when a closed convex cone is invariant for a stochastic partial differential equation (SPDE) driven by a Wiener process and a Poisson random measure, and to provide conditions on the parameters of the SPDE, which are necessary and sufficient.