Regularity of stochastic integral equations driven by Poisson random measures
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Publication:2397412
DOI10.1007/S00028-016-0368-9zbMATH Open1404.45018OpenAlexW2546837761MaRDI QIDQ2397412FDOQ2397412
Authors: Gertrud Desch, Stig-Olof Londen 
Publication date: 22 May 2017
Published in: Journal of Evolution Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00028-016-0368-9
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Cites Work
- Evolutionary Integral Equations and Applications
- Stochastic Partial Differential Equations with Levy Noise
- Maximal regularity for stochastic convolutions driven by Lévy processes
- An \(L_{p }\)-theory for stochastic integral equations
- Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise
- Poisson stochastic integration in Banach spaces
- Maximal regularity for stochastic convolutions in \(L^p\) spaces
- Maximal inequalities of the Itô integral with respect to Poisson random measures or Lévy processes on Banach spaces
Cited In (4)
- Existence, uniqueness and regularity of parabolic SPDEs driven by Poisson random measure
- Regularity of Skorohod integral processes based on integrands in a finite Wiener chaos
- Global solutions to stochastic Volterra equations driven by Lévy noise
- Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise
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