Uniqueness in law of the Itô integral with respect to Lévy noise
DOI10.1007/978-3-0348-0021-1_3zbMATH Open1278.60100OpenAlexW192252071WikidataQ59225681 ScholiaQ59225681MaRDI QIDQ2904868FDOQ2904868
Authors: Zdzislaw Brzezniak, Erika Hausenblas 
Publication date: 24 August 2012
Published in: Seminar on Stochastic Analysis, Random Fields and Applications VI (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-0348-0021-1_3
Recommendations
- The Itô integral for a certain class of Lévy processes and its application to stochastic partial differential equations
- Uniqueness in law of the stochastic convolution process driven by Lévy noise
- Absolute continuity of a law of an Itô process driven by a Lévy process to another Itô process
- Stochastic integration for compensated Poisson measures and the Lévy-Itô formula
- Stochastic Integrals and the Lévy–Ito Decomposition Theorem on Separable Banach Spaces
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random measures (60G57)
Cited In (16)
- Martingale weak solutions of the stochastic Landau-Lifshitz-Bloch equation
- Stochastic evolution equations driven by cylindrical stable noise
- Uniqueness of the nonlinear Schrödinger equation driven by jump processes
- The Itô integral for a certain class of Lévy processes and its application to stochastic partial differential equations
- Asymptotic expansion of the transition density of the semigroup associated to a SDE driven by Lévy noise
- Uniqueness in law of the stochastic convolution process driven by Lévy noise
- The nonlinear Schrödinger equation driven by jump processes
- Optimal controls for the stochastic compressible Navier-Stokes equations
- Martingale solution to equations for differential type fluids of grade two driven by random force of Lévy type
- Small noise asymptotic expansions for stochastic PDE's driven by dissipative nonlinearity and Lévy noise
- A class of Lévy driven SDEs and their explicit invariant measures
- Absolute continuity of a law of an Itô process driven by a Lévy process to another Itô process
- Martingale solutions for the three-dimensional stochastic nonhomogeneous incompressible Navier-Stokes equations driven by Lévy processes
- Asymptotic expansions for SDE's with small multiplicative noise
- Time-splitting methods to solve the Hall-MHD systems with Lévy noises
- Low Mach number limit of solutions to the stochastic compressible magnetohydrodynamic equations
This page was built for publication: Uniqueness in law of the Itô integral with respect to Lévy noise
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2904868)
