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

DOI10.1016/J.SPA.2013.08.008MaRDI QIDQ2434488zbMATH OpenOpenAlexFDO

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

$L_p$-theory Sobolev space stochastic partial differential equation Lévy processes

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

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Sobolev spaces with weights in domains and boundary value problems for degenerate elliptic equations
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Stochastic partial differential equations and filtering of diffusion processes
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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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