An \(L_p\)-theory of a class of stochastic equations with the random fractional Laplacian driven by Lévy processes (Q713210): Difference between revisions

The authors develop an \(L^p\)-theory for stochastic partial differential equations of the form \[ du=\left(a(\omega,t)\Delta^{\frac\alpha2}u+f(u)\right)dt+\sum_{k=1}^\infty g^k(u)\cdot dZ_t^k,\quad u(0)=u_0, \] where \(\Delta^{\frac\alpha2}=-(-\Delta)^{\frac\alpha2}\) denotes the fractional Laplacian and \(Z_t^k\)'s are independent \(m\)-dimensional Lévy processes. The authors establish a Sobolev-space theory for the above equation using Krylov's analytic approach. This is used to prove existence and uniqueness of the solutions to the equation.