Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise

DOI10.1016/j.jfa.2009.04.015zbMath1186.60060arXiv0808.1509OpenAlexW2098634420MaRDI QIDQ1048178

Claudia Prévôt, Carlo Marinelli, Michael Roeckner

Publication date: 11 January 2010

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0808.1509

zbMATH Keywords

maximal inequalities strong Feller property stochastic PDE with jumps

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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