Variational solutions of stochastic partial differential equations with cylindrical Lévy noise

DOI10.3934/dcdsb.2020209zbMath1466.60129arXiv1807.11418OpenAlexW3038339856WikidataQ115219226 ScholiaQ115219226MaRDI QIDQ2033537

Tomasz Kosmala, Markus Riedle

Publication date: 17 June 2021

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1807.11418

zbMATH Keywords

stochastic partial differential equationsstochastic integrationmultiplicative noisevariational solutionscylindrical Lévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Generalized stochastic processes (60G20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Existence theories for optimal control problems involving partial differential equations (49J20) Measures and integrals in product spaces (28A35) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (1)

Stochastic integration in Hilbert spaces with respect to cylindrical martingale-valued measures

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