On martingale solutions of stochastic partial differential equations with Lévy noise

DOI10.1090/TPMS/1147zbMATH Open1479.60133OpenAlexW3203317945WikidataQ115280699 ScholiaQ115280699MaRDI QIDQ5153153FDOQ5153153

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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

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zbMATH Keywords

stochastic partial differential equationsstochastic differential equationsmartingale solutioncompensated Poisson random measure

Mathematics Subject Classification ID

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

Cites Work

• Diffusion processes associated with L�vy generators
• Jump-diffusions in Hilbert spaces: existence, stability and numerics
• Stochastic Partial Differential Equations with Levy Noise
• The theory of stochastic processes. III.
• Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise
• Markov processes associated with certain integro-differential operators
• Stochastic differential equations in infinite dimensions with applications to stochastic partial differential equations
• Weak uniqueness of martingale solutions to stochastic partial differential equations in Hilbert spaces
• Stochastic Integration in Banach Spaces
• Diffusion processes with continuous coefficients, I
• SPDEs driven by Poisson random measure with non Lipschitz coefficients: existence results
• The existence and uniqueness of mild solutions to stochastic differential equations with Lévy noise
• Title not available (Why is that?)

Cited In (8)

• Weak martingale solution of stochastic critical Oldroyd-B type models perturbed by pure jump noise
• Governing equations for probability densities of Marcus stochastic differential equations with Lévy noise
• The Stampacchia maximum principle for stochastic partial differential equations forced by Lévy noise
• Weak uniqueness of martingale solutions to stochastic partial differential equations in Hilbert spaces
• 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
• Martingale solutions of stochastic nonlocal cross-diffusion systems
• Variational solutions of stochastic partial differential equations with cylindrical Lévy noise

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