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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- SPDEs driven by standard symmetric \(\alpha\)-stable cylindrical Lévy processes: existence, Lyapunov functionals and Itô formula
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- Stable cylindrical Lévy processes and the stochastic Cauchy problem
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- 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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