Uniqueness in law of the stochastic convolution process driven by Lévy noise

DOI10.1214/EJP.V18-2807zbMATH Open1284.60125OpenAlexW1998173574WikidataQ59225656 ScholiaQ59225656MaRDI QIDQ388933FDOQ388933

Authors Zdzislaw Brzezniak, Erika Hausenblas, Elżbieta Motyl 

Publication date 17 January 2014

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1010.5941

zbMATH Keywords

stochastic partial differential equationsPoisson random measureuniqueness in lawstochastic convolution process

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random measures (60G57)

Abstract: We will give a proof of the following fact. If $mathfrak{A}_1$ and $mathfrak{A}_2$, $ildeet{a}_1$ and $ildeet{a}_2$, $x{i}_1$ and $x{i}_2$ are two examples of filtered probability spaces, time homogeneous compensated Poisson random measures, and progressively measurable Banach space valued processes such that the laws on $L^p([0,T],L^p(Z,u;E))imesC{M}_I([0,T]imesZ)$ of the pairs $(x{i}_1,et{a}_1)$ and $(x{i}_2,et{a}_2)$ %, $i=1,2$, are equal, and $u_1$ and $u_2$ are the corresponding stochastic convolution processes, then the laws on $(DD([0,T];X)cap{L}^p([0,T];B))imes{L}^p([0,T],L^p(Z,u;E))imesC{M}_I([0,T]imesZ)$, where $BsubsetEsubsetX$, of the triples $(u_i,x{i}_i,et{a}_i)$, $i=1,2$, are equal as well. By $DD([0,T];X)$ we denote the Skorokhod space of $X$-valued processes.

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Cited In (4)

• The stochastic Klausmeier system and a stochastic Schauder-Tychonoff type theorem
• Stochastic reaction-diffusion equations driven by jump processes
• Uniqueness in law of the Itô integral with respect to Lévy noise
• Local solution to an energy critical 2-D stochastic wave equation with exponential nonlinearity in a bounded domain

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