Variational solutions of stochastic partial differential equations with cylindrical Lévy noise

DOI10.3934/dcdsb.2020209zbMath1466.60129arXiv1807.11418WikidataQ115219226 ScholiaQ115219226MaRDI QIDQ2033537

Markus Riedle, Tomasz Kosmala

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 equations; stochastic integration; multiplicative noise; variational solutions; cylindrical Lévy processes

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60G20: Generalized stochastic processes

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

49J20: Existence theories for optimal control problems involving partial differential equations

28A35: Measures and integrals in product spaces

49J55: Existence of optimal solutions to problems involving randomness