Variational solutions of stochastic partial differential equations with cylindrical Lévy noise (Q2033537): Difference between revisions

The authors study SPDE (stochastic partial differential equations) with multiplicative noise, where the random perturbation is modelled by a cylindrical Lévy process without assuming any conditions on the moments. The existence of a solution in this situation cannot be necessarily anticipated from the square-integrable case or other results: it is known that the irregular jumps of a cylindrical Lévy process, in particular in the case without moments, can cause completely novel phenomena. In this connection, the authors focus on a subclass of cylindrical Lévy processes which are extensively investigated in the literature as driving noise of additive equations. However, their equation is multiplicative and has a form \[dX(t) = F(X(t)) dt + G(X(t)) dL(t),\] where \(L\) is a cylindrical Lévy process, and equation is considered in the variational approach. The coefficients \(F\) and \(G\) are assumed to satisfy the usual monotonicity and coercivity conditions. As the main result, the existence of a unique solution is established. Also, several examples of cylindrical Lévy processes of the subclass under consideration are presented and related to models considered in the literature. Stochastic integration is discussed in a separate section.