Existence, uniqueness and regularity of parabolic SPDEs driven by Poisson random measure

DOI10.1214/EJP.V10-297MaRDI QIDQ850389zbMATH OpenWikidataFDO

Authors Erika Hausenblas

Publication date 3 November 2006

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/127171

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Random measures (60G57) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cited in

(49)

• Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise
• Approximating solutions of neutral stochastic evolution equations with jumps
• Global solutions of stochastic 2D Navier-Stokes equations with Lévy noise
• Jump type Cahn-Hilliard equations with fractional noises
• Study of a SPDE driven by a Poisson noise
• Strong convergence in the pth-mean of an averaging principle for two-time-scales SPDEs with jumps
• Stochastic reaction-diffusion equations driven by jump processes
• Nonlinear filtering with correlated Lévy noise characterized by copulas
• Parabolic SPDEs driven by Poisson white noise
• Some refinements of existence results for SPDEs driven by Wiener processes and Poisson random measures
• Weak order for the discretization of the stochastic heat equation driven by impulsive noise
• The Euler equations of an inviscid incompressible fluid driven by a Lévy noise
• Coupled system of second-order stochastic neutral differential inclusions driven by Wiener process and Poisson jumps
• Stochastic evolution equations driven by cylindrical stable noise
• Path properties of the solution to the stochastic heat equation with Lévy noise
• Semi-linear backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process
• The 1-d stochastic wave equation driven by a fractional Brownian sheet
• Wong-Zakai type approximation of SPDEs of Lévy noise
• Regularity of stochastic integral equations driven by Poisson random measures
• Derivative formula and exponential convergence for semilinear SPDEs driven by Lévy processes
• Strong solutions for SPDE with locally monotone coefficients driven by Lévy noise
• Strong averaging principle for slow-fast SPDEs with Poisson random measures
• Strong averaging principle for two-time-scale non-autonomous stochastic FitzHugh-Nagumo system with jumps
• The existence and asymptotic behaviour of energy solutions to stochastic age-dependent population equations driven by Levy processes
• The existence and asymptotic behaviour of solutions to non-Lipschitz stochastic functional evolution equations driven by Poisson jumps
• On classical solutions of linear stochastic integro-differential equations
• Numerical Solutions of Stochastic Differential Delay Equations with Jumps
• Itô formula for stochastic integrals w.r.t. compensated Poisson random measures on separable Banach spaces
• Existence, uniqueness and regularity w.r.t. the initial condition of mild solutions of SPDEs driven by Poisson noise
• Well-posedness for the stochastic 2D primitive equations with Lévy noise
• Shell model of turbulence perturbed by Lévy noise
• The existence and uniqueness of solutions of nuclear space-valued stochastic differential equations driven by poisson random measures
• Existence and uniqueness for a class of SPDEs driven by Lévy noise in Hilbert spaces
• Strong solutions for the stochastic 3D LANS- model driven by non-Gaussian Lévy noise
• Stochastic Convolutions Driven by Martingales: Maximal Inequalities and Exponential Integrability
• The existence and asymptotic behaviour of energy solutions to stochastic 2D functional Navier-Stokes equations driven by Lévy processes
• Existence of weak solutions to stochastic heat equations driven by truncated \(\alpha\)-stable white noises with non-Lipschitz coefficients
• Existence of a class of doubly perturbed stochastic functional differential equations with Poisson jumps
• Coupled system of second-order stochastic differential inclusions driven by Lévy noise
• Uniqueness of invariant measures of infinite dimensional stochastic differential equations driven by Lévy noises
• Nonlinear stochastic partial differential equations of hyperbolic type driven by Lévy-type noises
• A Schauder–Tychonoff fixed-point approach for nonlinear Lévy driven reaction–diffusion systems
• Controllability and qualitative properties of the solutions to SPDEs driven by boundary Lévy noise
• Maximal regularity for stochastic convolutions driven by Lévy processes
• On a stochastic fractional partial differential equation driven by a Lévy space-time white noise
• A numerical approximation of parabolic stochastic partial differential equations driven by a Poisson random measure
• Lower bound technique in the theory of a stochastic differential equation
• SPDEs driven by Poisson random measure with non Lipschitz coefficients: existence results
• Existence of Lévy term structure models

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