An \(L _{2}\)-theory for a class of SPDEs driven by Lévy processes (Q1934421): Difference between revisions

The authors study a SPDE of the form \[ du=\left(\frac{\partial}{\partial x_i}(a^{ij} u_{x^j} + \overline b^i u) +b^i u_{x^i}+cu+f\right)dt+(\sigma^{ik}u_{x^i}+\mu^ku+g^k)dZ_t^k \] where \(Z_t^k\), \(k=1,2,\ldots\) are independent one-dimensional Lévy processes. The coefficients of the equation are random functions depending on \(t\geq0\) and \(x\in\mathbb R^d\) with no assumption on their smoothness. The authors develop an \(L^2\)-theory and use a martingale approach to prove uniqueness of the solution and derive some norm estimates of the solution.