A comparison principle for stochastic integro-differential equations

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

zbMATH Keywords

Lévy processes; comparison principle; Itō's formula; stochastic integro-differential equations

Mathematics Subject Classification ID

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

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