A comparison of two settings for stochastic integration with respect to Lévy processes in infinite dimensions

DOI10.1007/978-3-319-75940-1_14MaRDI QIDQ1712809zbMATH OpenOpenAlexFDO

Authors Justin Cyr, Sisi Tang, R. Temam

Publication date 31 January 2019

Full work available at URL https://doi.org/10.1007/978-3-319-75940-1_14

zbMATH Keywords

Lévy noiseLévy-Khinchin decompositionstochastic integration

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Processes with independent increments; Lévy processes (60G51) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cited in

(6)

• The Itō integral with respect to an infinite dimensional Lévy process: a series approach
• Nonlinear stochastic parabolic partial differential equations with a monotone operator of the Ladyzenskaya-Smagorinsky type, driven by a Lévy noise
• The Stampacchia maximum principle for stochastic partial differential equations forced by Lévy noise
• Review of local and global existence results for stochastic PDEs with Lévy noise
• Stochastic Integration in Banach Spaces
• Existence and uniqueness of path wise solutions for stochastic integral equations driven by Lévy noise on separable Banach spaces

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