Stochastic evolution equations driven by Lévy processes (Q661386)
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English | Stochastic evolution equations driven by Lévy processes |
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Stochastic evolution equations driven by Lévy processes (English)
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10 February 2012
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Existence of weak solutions and pathwise uniqueness are established for stochastic evolution equations driven by jump processes. The first part involves continuous coefficients. The hard part is to establish the tightness of the approximating solutions which comes from the infinite dimensional feature of the space and the jumps of the driving process. The existence results involve four technical propositions and theorems while pathwise uniqueness relies on a single consistent theorem. It is addressing to mathematicians dealing with infinite dimensional SPDEs.
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