Stochastic evolution equations driven by cylindrical stable noise

DOI10.1016/J.SPA.2022.03.014zbMATH Open1489.60113arXiv2108.01746OpenAlexW3192719862MaRDI QIDQ2137758FDOQ2137758

Authors: Tomasz Kosmala, M. Riedle 

Publication date: 16 May 2022

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

Abstract: We prove existence and uniqueness of a mild solution of a stochastic evolution equation driven by a standard $alpha$-stable cylindrical L'evy process defined on a Hilbert space for $alphain(1,2)$. 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.

Full work available at URL: https://arxiv.org/abs/2108.01746

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• scientific article; zbMATH DE number 736269

zbMATH Keywords

stochastic partial differential equationsstable processestightness[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=cylindrical+L%EF%BF%BD%EF%BF%BDvy+processes&go=Go cylindrical L��vy processes]

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stable stochastic processes (60G52) One-parameter semigroups and linear evolution equations (47D06)

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Cited In (10)

• Existence and asymptotic behavior of square-mean S-asymptotically periodic solutions for stochastic evolution equation involving delay
• SPDEs driven by standard symmetric \(\alpha\)-stable cylindrical Lévy processes: existence, Lyapunov functionals and Itô formula
• Exponential contraction rates for a class of degenerate SDEs with Lévy noises
• Structural properties of semilinear SPDEs driven by cylindrical stable processes
• Linear Evolution Equations with Cylindrical Lévy Noise: Gradient Estimates and Exponential Ergodicity
• Modulation and Amplitude Equations on Bounded Domains for Nonlinear SPDEs Driven by Cylindrical $\alpha$-stable Lévy Processes
• On linear evolution equations for a class of cylindrical Lévy noises
• Existence and asymptotic behavior of square-mean \(S\)-asymptotically periodic solutions for fractional stochastic evolution equation with delay
• A landscape of peaks: the intermittency islands of the stochastic heat equation with Lévy noise
• Stochastic integration with respect to canonical \(\alpha\)-stable cylindrical Lévy processes

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