On martingale solutions of stochastic partial differential equations with Lévy noise

DOI10.1090/TPMS/1147MaRDI QIDQ5153153zbMATH OpenOpenAlexWikidataFDO

Authors

Publication date 29 September 2021

Published in Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/tpms/1147

zbMATH Keywords

compensated Poisson random measuremartingale solutionstochastic differential equationsstochastic partial differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cites work

• Diffusion processes associated with L�vy generators
• Diffusion processes with continuous coefficients, I
• Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise
• scientific article; zbMATH DE number 1409859 (Why is no real title available?)
• Jump-diffusions in Hilbert spaces: existence, stability and numerics
• Markov processes associated with certain integro-differential operators
• SPDEs driven by Poisson random measure with non Lipschitz coefficients: existence results
• Stochastic differential equations in infinite dimensions with applications to stochastic partial differential equations
• Stochastic Integration in Banach Spaces
• Stochastic Partial Differential Equations with Levy Noise
• The existence and uniqueness of mild solutions to stochastic differential equations with Lévy noise
• The theory of stochastic processes. III.
• Weak uniqueness of martingale solutions to stochastic partial differential equations in Hilbert spaces

Cited in

(8)

• Variational solutions of stochastic partial differential equations with cylindrical Lévy noise
• Martingale solutions of stochastic nonlocal cross-diffusion systems
• The Stampacchia maximum principle for stochastic partial differential equations forced by Lévy noise
• Stochastic PDEs in \(\mathcal{S}'\) for SDEs driven by Lévy noise
• A stochastic partial differential equation driven by Lévy process with locally monotone coefficients in Hilbert spaces
• Governing equations for probability densities of Marcus stochastic differential equations with Lévy noise
• Weak martingale solution of stochastic critical Oldroyd-B type models perturbed by pure jump noise
• Weak uniqueness of martingale solutions to stochastic partial differential equations in Hilbert spaces

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