Regularity of stochastic integral equations driven by Poisson random measures
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Publication:2397412
DOI10.1007/s00028-016-0368-9zbMath1404.45018OpenAlexW2546837761MaRDI QIDQ2397412
Stieg Olof Londen, Gertrud Desch
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
- Poisson stochastic integration in Banach spaces
- Maximal inequalities of the Itô integral with respect to Poisson random measures or Lévy processes on Banach spaces
- An \(L_{p }\)-theory for stochastic integral equations
- Maximal regularity for stochastic convolutions driven by Lévy processes
- Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise
- Maximal regularity for stochastic convolutions in \(L^p\) spaces
- Evolutionary Integral Equations and Applications
- Stochastic Partial Differential Equations with Levy Noise