Some refinements of existence results for SPDEs driven by Wiener processes and Poisson random measures
From MaRDI portal
Publication:1929672
DOI10.1155/2012/236327zbMath1263.60060arXiv1907.02362WikidataQ58689549 ScholiaQ58689549MaRDI QIDQ1929672
Publication date: 9 January 2013
Published in: International Journal of Stochastic Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1907.02362
semilinear stochastic partial differential equations; global (and local) mild solutions; method of the moving frame
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
Related Items
A Regularized Dean--Kawasaki Model: Derivation and Analysis, The dual Yamada–Watanabe theorem for mild solutions to stochastic partial differential equations, Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations, Independent increment processes: a multilinearity preserving property, Mild solutions to semilinear stochastic partial differential equations with locally monotone coefficients, From weakly interacting particles to a regularised Dean–Kawasaki model, Representation of infinite-dimensional forward price models in commodity markets, Volterra-type Ornstein-Uhlenbeck processes in space and time, Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models, Invariance of closed convex cones for stochastic partial differential equations, Foundations of the theory of semilinear stochastic partial differential equations, Derivative formula and exponential convergence for semilinear SPDEs driven by Lévy processes, Well-posedness for a regularised inertial Dean-Kawasaki model for slender particles in several space dimensions, Derivatives Pricing in Energy Markets: An Infinite-Dimensional Approach
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Stochastic Volterra equations in Banach spaces and stochastic partial differential equation
- Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise
- Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise
- Successive approximations to solutions of stochastic differential equations
- SPDEs in infinite dimension with Poisson noise
- Invariant manifolds with boundary for jump-diffusions
- A concise course on stochastic partial differential equations
- Stochastic Differential Equations in Infinite Dimensions
- Jump-diffusions in Hilbert spaces: existence, stability and numerics
- A Note on Maximal Inequality for Stochastic Convolutions
- A stopped Doob inequality for stochastic convolution integrals and stochastic evolution equations
- Existence and uniqueness of path wise solutions for stochastic integral equations driven by Lévy noise on separable Banach spaces
- EXISTENCE, UNIQUENESS AND REGULARITY w.r.t. THE INITIAL CONDITION OF MILD SOLUTIONS OF SPDEs DRIVEN BY POISSON NOISE
- Term Structure Models Driven by Wiener Processes and Poisson Measures: Existence and Positivity
- A submartingale type inequality with applicatinos to stochastic evolution equations
- Stochastic Partial Differential Equations with Levy Noise
- Stochastic Convolutions Driven by Martingales: Maximal Inequalities and Exponential Integrability
- SUCCESSIVE APPROXIMATIONS OF INFINITE DIMENSIONAL SDES WITH JUMP
- On the successive approximation of solutions of stochastic differential equations
- Stochastic Equations in Infinite Dimensions
