On martingale solutions of stochastic partial differential equations with Lévy noise
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Cites work
- scientific article; zbMATH DE number 1409859 (Why is no real title available?)
- 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
- 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 Integration in Banach Spaces
- Stochastic Partial Differential Equations with Levy Noise
- Stochastic differential equations in infinite dimensions with applications to stochastic partial differential equations
- 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)- 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
- 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
- Weak uniqueness of martingale solutions to stochastic partial differential equations 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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