A comparison principle for stochastic integro-differential equations
From MaRDI portal
Publication:471058
DOI10.1007/s11118-014-9416-7zbMath1307.60093arXiv1210.5926MaRDI QIDQ471058
Konstantinos Anastasios Dareiotis, István Gyöngy
Publication date: 13 November 2014
Published in: Potential Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1210.5926
60G51: Processes with independent increments; Lévy processes
60H05: Stochastic integrals
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
35R60: PDEs with randomness, stochastic partial differential equations
60H20: Stochastic integral equations
35R09: Integro-partial differential equations
Related Items
Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise, Comparison principle for stochastic heat equations driven by \(\alpha \)-stable white noises, On degenerate linear stochastic evolution equations driven by jump processes, Symmetrization of exterior parabolic problems and probabilistic interpretation, Itô formula for processes taking values in intersection of finitely many Banach spaces, On \(L_p\)-solvability of stochastic integro-differential equations, Strong solutions of forward-backward stochastic differential equations with measurable coefficients, On solvability of integro-differential equations, \(L^2\)-theory of linear degenerate SPDEs and \(L^p ( p > 0)\) estimates for the uniform norm of weak solutions, On the boundedness of solutions of SPDEs
Cites Work
- On the Itô--Wentzell formula for distribution-valued processes and related topics
- Maximum principle and comparison theorem for quasi-linear stochastic PDE's
- Every superposition operator mapping one Sobolev space into another is continuous
- Comparison methods for a class of function valued stochastic partial differential equations
- White noise driven SPDEs with reflection
- Theory of stochastic differential equations with jumps and applications.
- Maximum principle for quasilinear SPDE's on a bounded domain without regularity assumptions
- Maximum principle for quasilinear stochastic PDEs with obstacle
- On stochastic equations with respect to semimartingales I.†
- On stochastics equations with respect to semimartingales ii. itô formula in banach spaces
- On stochastic squations with respect to semimartingales III
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item