Stable cylindrical Lévy processes and the stochastic Cauchy problem

DOI10.1214/18-ECP134zbMATH Open1394.60071arXiv1805.00278OpenAlexW2963884085MaRDI QIDQ1663746FDOQ1663746

M. Riedle

Publication date: 23 August 2018

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

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.

Full work available at URL: https://arxiv.org/abs/1805.00278

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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)

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Cited In (13)

• Stochastic evolution equations driven by cylindrical stable noise
• The stochastic Cauchy problem driven by a cylindrical Lévy process
• Invariant measure for the stochastic Cauchy problem driven by a cylindrical Lévy process
• On the Cauchy problem for stochastic integro-differential equations with radially O-regularly varying Lévy measure
• Stochastic integration in Hilbert spaces with respect to cylindrical martingale-valued measures
• 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 respect a cylindrical martingale-Lévy process with second moments
• Stochastic integration with respect to cylindrical Lévy processes by \(p\)-summing operators
• Title not available (Why is that?)
• Semimartingales on duals of nuclear spaces
• Stochastic integration with respect to canonical \(\alpha\)-stable cylindrical Lévy processes
• Radonification of a cylindrical Lévy process

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