On L_p-theory for stochastic parabolic integro-differential equations

DOI10.1007/S40072-013-0008-0zbMATH Open1395.60075OpenAlexW2044542609MaRDI QIDQ487661FDOQ487661

Authors: Henrikas Pragarauskas, R. Mikulevicius 

Publication date: 23 January 2015

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40072-013-0008-0

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zbMATH Keywords

Zakai equationLevy processes\(L_p\) theorystochastic integrodifferential equations

Mathematics Subject Classification ID

A priori estimates in context of PDEs (35B45) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic integral equations (60H20)

Cites Work

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Cited In (18)

• On Lévy–Baxter Theorems for Stochastic Elliptic Equations
• On the Cauchy problem for integro-differential operators in Sobolev classes and the martingale problem
• On solvability of integro-differential equations
• L^p-estimates for stochastic pdes with discontinuous coefficients
• On the Cauchy problem for stochastic integro-differential equations with radially O-regularly varying Lévy measure
• An \(L_p\)-theory for diffusion equations related to stochastic processes with non-stationary independent increment
• An \(L_p\)-theory for stochastic partial differential equations driven by Lévy processes with pseudo-differential operators of arbitrary order
• Title not available (Why is that?)
• Stieltjes Bochner spaces and applications to the study of parabolic equations
• A Sobolev space theory for parabolic stochastic PDEs driven by Lévy processes on \(C^1\)-domains
• On \(L_p\)-solvability of stochastic integro-differential equations
• Model problem for integro-differential Zakai equation with discontinuous observation processes
• On \(L_p\)-theory of stochastic partial differential equations of divergence form in \(C^1\) domains
• An \(L_{p }\)-theory for stochastic integral equations
• On Hölder solutions of the integro-differential Zakai equation
• On \(L^p\)-theory for parabolic and elliptic integro-differential equations with scalable operators in the whole space
• On \(L_{p}\)-estimates of some singular integrals related to jump processes
• On a stochastic parabolic integral equation

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