Regularity of stochastic integral equations driven by Poisson random measures

DOI10.1007/S00028-016-0368-9MaRDI QIDQ2397412zbMATHOpenAlexFDO

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

Mathematics Subject Classification ID

Random integral equations (45R05) Stochastic integral equations (60H20)

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Cites work

• An \(L_{p }\)-theory for stochastic integral equations
• Evolutionary Integral Equations and Applications
• Maximal inequalities of the Itô integral with respect to Poisson random measures or Lévy processes on Banach spaces
• Maximal regularity for stochastic convolutions driven by Lévy processes
• Maximal regularity for stochastic convolutions in \(L^p\) spaces
• Poisson stochastic integration in Banach spaces
• Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise
• Stochastic Partial Differential Equations with Levy Noise

Cited in

(4)

• Existence, uniqueness and regularity of parabolic SPDEs driven by Poisson random measure
• Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise
• Regularity of Skorohod integral processes based on integrands in a finite Wiener chaos
• Global solutions to stochastic Volterra equations driven by Lévy noise

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