A Sobolev space theory for parabolic stochastic PDEs driven by Lévy processes on C^1-domains

DOI10.1016/J.SPA.2013.08.008zbMATH Open1284.60129OpenAlexW2050143709MaRDI QIDQ2434488FDOQ2434488

Authors: Kyeong-Hun Kim 

Publication date: 6 February 2014

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

Full work available at URL: https://doi.org/10.1016/j.spa.2013.08.008

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zbMATH Keywords

\(L_p\)-theorySobolev spacestochastic partial differential equationLévy processes

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Cites Work

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Cited In (12)

• On Lévy–Baxter Theorems for Stochastic Elliptic Equations
• An \(L_p\)-theory of a class of stochastic equations with the random fractional Laplacian driven by Lévy processes
• SPDEs in \(L_q(\mskip-2mu(0,\tau], L_p)\) spaces
• A weighted Sobolev space theory of parabolic stochastic PDEs on non-smooth domains
• An \(L_p\)-theory for stochastic partial differential equations driven by Lévy processes with pseudo-differential operators of arbitrary order
• An \(L_{p}\)-theory for non-divergence form SPDEs driven by Lévy processes
• An \(L_p\)-theory of SPDEs on Lipschitz domains
• A Sobolev space theory for time-fractional stochastic partial differential equations driven by Lévy processes
• An \(L _{2}\)-theory for a class of SPDEs driven by Lévy processes
• On parabolic PDEs and SPDEs in Sobolev spaces \(W^2_p\) without and with weights
• Classification of Lévy processes with parabolic Kolmogorov backward equations
• A Sobolev space theory for the stochastic partial differential equations with space-time non-local operators

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