Stable cylindrical Lévy processes and the stochastic Cauchy problem

DOI10.1214/18-ECP134MaRDI QIDQ1663746zbMATH OpenOpenAlexFDO

Authors M. Riedle

Publication date 23 August 2018

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

Full work available at URL https://arxiv.org/abs/1805.00278, https://projecteuclid.org/euclid.ecp/1528358641

zbMATH Keywords

stochastic partial differential equationsstable distributionscylindrical Lèvy processes

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Generalized stochastic processes (60G20) Stable stochastic processes (60G52) One-parameter semigroups and linear evolution equations (47D06)

Abstract: In this work, we consider the stochastic Cauchy problem driven by the canonical $alpha$-stable cylindrical L'evy process. This noise naturally generalises the cylindrical Brownian motion or space-time Gaussian white noise. We derive a sufficient and necessary condition for the existence of the weak and mild solution of the stochastic Cauchy problem and establish the temporal irregularity of the solution.

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Cited in

(18)

• Radonification of a cylindrical Lévy process
• Cylindrical martingale-valued measures, stochastic integration and SPDEs
• Stochastic evolution equations driven by cylindrical stable noise
• On the limit distribution for stochastic differential equations driven by cylindrical non-symmetric α-stable Lévy processes
• Regularisation of cylindrical Lévy processes in Besov spaces
• The stochastic Cauchy problem driven by a cylindrical Lévy process
• Invariant measure for the stochastic Cauchy problem driven by a cylindrical Lévy process
• SPDEs driven by standard symmetric \(\alpha\)-stable cylindrical Lévy processes: existence, Lyapunov functionals and Itô formula
• On the Cauchy problem for stochastic integro-differential equations with radially O-regularly varying Lévy measure
• A note on time regularity of generalized Ornstein-Uhlenbeck processes with cylindrical stable noise
• Smoothing effect and derivative formulas for Ornstein-Uhlenbeck processes driven by subordinated cylindrical Brownian noises
• Limit theorems for cylindrical martingale problems associated with Lévy generators
• Stochastic integration with respect to cylindrical Lévy processes by p-summing operators
• Stochastic integration respect a cylindrical martingale-Lévy process with second moments
• Stochastic integration in Hilbert spaces withrespect to cylindrical martingale-valued measures
• scientific article; zbMATH DE number 4163839 (Why is no real title available?)
• Semimartingales on duals of nuclear spaces
• Stochastic integration with respect to canonical -stable cylindrical Lévy processes

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