Stochastic evolution equations driven by cylindrical stable noise
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Publication:2137758
Abstract: We prove existence and uniqueness of a mild solution of a stochastic evolution equation driven by a standard -stable cylindrical L'evy process defined on a Hilbert space for . The coefficients are assumed to map between certain domains of fractional powers of the generator present in the equation. The solution is constructed as a weak limit of the Picard iteration using tightness arguments. Existence of strong solution is obtained by a general version of the Yamada--Watanabe theorem.
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- scientific article; zbMATH DE number 736269
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Cited in
(15)- The stochastic Cauchy problem driven by a cylindrical Lévy process
- Linear Evolution Equations with Cylindrical Lévy Noise: Gradient Estimates and Exponential Ergodicity
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