Parabolic SPDEs driven by Poisson white noise

From MaRDI portal
Publication:1805741

DOI10.1016/S0304-4149(97)00112-9zbMath0934.60055OpenAlexW2025228471WikidataQ127443458 ScholiaQ127443458MaRDI QIDQ1805741

Tu-Sheng Zhang, Sergio A. Albeverio, Jiang-Lun Wu

Publication date: 18 November 1999

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(97)00112-9



Related Items

Non-Gaussian scenarios for the heat equation with singular initial conditions, Stochastic PDEs with heavy-tailed noise, How to determine the law of the solution to a stochastic partial differential equation driven by a Lévy space-time noise?, Strong convergence in the \(p\)th-mean of an averaging principle for two-time-scales SPDEs with jumps, Approximations of stochastic partial differential equations, EXPONENTIAL MIXING FOR SOME SPDEs WITH LÉVY NOISE, A class of Lévy driven SDEs and their explicit invariant measures, On a stochastic fractional partial differential equation driven by a Lévy space-time white noise, Ergodicity of stochastic magneto-hydrodynamic equations driven by \(\alpha\)-stable noise, Poincaré inequality for linear SPDE driven by Lévy noise, Asymptotics of the solutions to stochastic wave equations driven by a non-Gaussian Lévy process, Uniqueness problem for SPDEs from population models, Global well-posedness of a class of stochastic equations with jumps, 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, Riemann integral of a random function and the parabolic equation with a general stochastic measure, SPDEs driven by Poisson random measure with non Lipschitz coefficients: existence results, Stochastic evolution equations of jump type: Existence, uniqueness and large deviation princi\-ples, Well-posedness for the stochastic 2D primitive equations with Lévy noise, Lévy-driven Volterra equations in space and time, Stochastic Partial Differential Equations Driven by General Stochastic Measures, Schauder estimates for stochastic transport-diffusion equations with Lévy processes, Integrability conditions for space-time stochastic integrals: theory and applications, Fokker-Planck equations and maximal dissipativity for Kolmogorov operators for SPDE driven by Lévy noise, Shell model of turbulence perturbed by Lévy noise, Intermittency for the wave equation with Lévy white noise, Poisson stable solutions for stochastic PDEs driven by Lévy noise, The ergodicity of stochastic partial differential equations with Lévy jump, Stability properties of mild solutions of SPDEs related to pseudo differential equations, Comparison principle for stochastic heat equations driven by \(\alpha \)-stable white noises, Fundamental solutions of singular SPDEs, The existence and asymptotic behaviour of energy solutions to stochastic 2D functional Navier-Stokes equations driven by Lévy processes, On a jump-type stochastic fractional partial differential equation with fractional noises, SPDEs with \(\alpha\)-stable Lévy noise: a random field approach, Small noise asymptotic expansions for stochastic PDE's driven by dissipative nonlinearity and Lévy noise, Unnamed Item, Ergodicity of the stochastic real Ginzburg-Landau equation driven by \(\alpha\)-stable noises, Mild solutions of local non-Lipschitz neutral stochastic functional evolution equations driven by jumps modulated by Markovian switching, Exponential ergodicity and regularity for equations with Lévy noise, Ergodicity of linear SPDE driven by Lévy noise, On a fractional SPDE driven by fractional noise and a pure jump Lévy noise in \(\mathbb{R}^d\), Uniqueness of invariant measures of infinite dimensional stochastic differential equations driven by Lévy noises, Stochastic evolution equations driven by Lévy processes, Stochastic fractional partial differential equations driven by Poisson white noise, EXISTENCE, UNIQUENESS AND REGULARITY w.r.t. THE INITIAL CONDITION OF MILD SOLUTIONS OF SPDEs DRIVEN BY POISSON NOISE, Ergodicity of the stochastic coupled fractional Ginzburg-Landau equations driven by \(\alpha\)-stable noise, Ergodicity of Stochastic Dissipative Equations Driven by α-Stable Process, SPDEs in infinite dimension with Poisson noise, Ergodicity of stochastic 2D Navier-Stokes equation with Lévy noise, Stochastic Cahn-Hilliard equations driven by Poisson random measures, Structural properties of semilinear SPDEs driven by cylindrical stable processes, Stochastic Convolutions Driven by Martingales: Maximal Inequalities and Exponential Integrability, Long time behavior for stochastic Burgers equations with jump noises, Strong solutions for SPDE with locally monotone coefficients driven by Lévy noise, A stochastic heat equation with the distributions of Lévy processes as its invariant measures, Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise, The second-order parabolic PDEs with singular coefficients and applications, The existence and asymptotic behaviour of solutions to non-Lipschitz stochastic functional evolution equations driven by Poisson jumps, A Kolmogorov-type theorem for stochastic fields, STOCHASTIC CAHN–HILLIARD PARTIAL DIFFERENTIAL EQUATIONS WITH LÉVY SPACETIME WHITE NOISES, 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, Coupled system of second-order stochastic neutral differential inclusions driven by Wiener process and Poisson jumps, Impulsive Noise Driven One-Dimensional Higher-Order Fractional Partial Differential Equations, Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise, Strong solutions for the stochastic 3D LANS-α model driven by non-Gaussian Lévy noise, Existence and uniqueness of path wise solutions for stochastic integral equations driven by Lévy noise on separable Banach spaces, Itô formula for stochastic integrals w.r.t. compensated Poisson random measures on separable Banach spaces, Ergodicity of Stochastic Hydrodynamical-Type Evolution Equations Driven by $$\alpha $$-Stable Noise, Asymptotic expansion of the transition density of the semigroup associated to a SDE driven by Lévy noise, On the differential equation satisfied by the random measure density of a jump-type Fleming–Viot process, Semi-linear backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process



Cites Work