Existence, uniqueness and regularity w.r.t. the initial condition of mild solutions of SPDEs driven by Poisson noise

DOI10.1142/S0219025710003985MaRDI QIDQ3560055zbMATH OpenFDO

Authors Claudia Prévôt

Publication date 19 May 2010

Published in Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

zbMATH Keywords

mild solutionsGateaux differentialbility w.r.t initial conditionstochastic integration w.r.t. Poisson random measuresstochastic partial differential equations with Poisson noise

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cites work

• scientific article; zbMATH DE number 3780265 (Why is no real title available?)
• scientific article; zbMATH DE number 2108378 (Why is no real title available?)
• A stochastic model of neural response
• Ergodicity for Infinite Dimensional Systems
• Existence, uniqueness and regularity of parabolic SPDEs driven by Poisson random measure
• Infinite dimensional stochastic differential equation models for spatially distributed neurons
• Parabolic SPDEs driven by Poisson white noise
• SPDEs driven by Poisson random measure with non Lipschitz coefficients: existence results
• Semigroups of linear operators and applications to partial differential equations
• Semimartingales: A course on stochastic processes
• Stochastic flows of diffeomorphisms on manifolds driven by infinite-dimensional semimartingales with jumps.
• Term structure models driven by general Lévy processes
• The heat equation with Lévy noise

Cited in

(9)

• Weak convergence of finite element approximations of linear stochastic evolution equations with additive Lévy noise
• Existence, uniqueness and regularity of parabolic SPDEs driven by Poisson random measure
• Yosida approximations for multivalued stochastic partial differential equations driven by Lévy noise on a Gelfand triple
• Some refinements of existence results for SPDEs driven by Wiener processes and Poisson random measures
• Wave equation in the plane driven by a general stochastic measure
• Existence and uniqueness of solutions of nonlinear SPDE with jumps
• Discontinuity of Fourier transforms of Poissonian type countably additive measures
• Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise
• Mild solutions of SPDE's driven by Poisson noise in infinite dimensions and their dependence on initial conditions.

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