Existence, uniqueness and regularity w.r.t. the initial condition of mild solutions of SPDEs driven by Poisson noise
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Publication:3560055
DOI10.1142/S0219025710003985zbMATH Open1196.60117MaRDI QIDQ3560055FDOQ3560055
Authors: Claudia Prévôt 
Publication date: 19 May 2010
Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)
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mild solutionsGateaux differentialbility w.r.t initial conditionstochastic integration w.r.t. Poisson random measuresstochastic partial differential equations with Poisson noise
Cites Work
- Semigroups of linear operators and applications to partial differential equations
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- Ergodicity for Infinite Dimensional Systems
- Existence, uniqueness and regularity of parabolic SPDEs driven by Poisson random measure
- Semimartingales: A course on stochastic processes
- The heat equation with Lévy noise
- Parabolic SPDEs driven by Poisson white noise
- Term structure models driven by general Lévy processes
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- SPDEs driven by Poisson random measure with non Lipschitz coefficients: existence results
- Stochastic flows of diffeomorphisms on manifolds driven by infinite-dimensional semimartingales with jumps.
- Infinite dimensional stochastic differential equation models for spatially distributed neurons
- A stochastic model of neural response
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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