Stochastic Partial Differential Equations with Levy Noise

From MaRDI portal
Publication:5423877

DOI10.1017/CBO9780511721373zbMath1205.60122OpenAlexW4256711960MaRDI QIDQ5423877

Zabczyk, Jerzy, Szymon Peszat

Publication date: 31 October 2007

Full work available at URL: https://doi.org/10.1017/cbo9780511721373



Related Items

Existence and global attractiveness of a square-mean μ-pseudo almost automorphic solution for some stochastic evolution equation driven by Lévy noise, Large deviation principle for semilinear stochastic evolution equations with Poisson noise, Large deviation principles of 2D stochastic Navier–Stokes equations with Lévy noises, On an autoregressive process driven by a sequence of Gaussian cylindrical random variables, Online Multiscale Model Reduction for Nonlinear Stochastic PDEs with Multiplicative Noise, Parabolic Free Boundary Price Formation Models Under Market Size Fluctuations, Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations, Large deviation principles for a 2D stochastic Cahn–Hilliard–Navier–Stokes driven by jump noise, A stochastic-statistical residential burglary model with independent Poisson clocks, DYNAMIC UTILITY AND RELATED NONLINEAR SPDES DRIVEN BY LÉVY NOISE, Large deviation principles for a 2D stochastic Allen–Cahn–Navier–Stokes driven by jump noise, Weak solution of a stochastic 2D Ericksen–Leslie model driven by jump noise, Independent increment processes: a multilinearity preserving property, Stochastic integration in Hilbert spaces with respect to cylindrical martingale-valued measures, Singular integrals of subordinators with applications to structural properties of SPDEs, Linear parabolic equation with Dirichlet white noise boundary conditions, Weak mean attractor and periodic measure for stochastic lattice systems driven by Lévy noises, Hilbert–Schmidt regularity of symmetric integral operators on bounded domains with applications to SPDE approximations, Periodic measures for a class of SPDEs with regime-switching, The Laplace transform of the integrated Volterra Wishart process, An infinite‐dimensional affine stochastic volatility model, Pseudo almost automorphy of stochastic neutral partial functional differential equations with Lévy noise, Large time behaviour of semilinear stochastic partial differential equations perturbed by a mixture of Brownian and fractional Brownian motions, First-order linear Marcus SPDEs, Wellposedness and regularity estimates for stochastic Cahn-Hilliard equation with unbounded noise diffusion, Time regularity of stochastic convolutions and stochastic evolution equations in duals of nuclear spaces, Averaging principle of stochastic Burgers equation driven by Lévy processes, A stochastic Allen–Cahn–Navier–Stokes model with inertial effects driven by multiplicative noise of jump type, The cutoff phenomenon for the stochastic heat and wave equation subject to small Lévy noise, Feynman-Kac formula for BSDEs with jumps and time delayed generators associated to path-dependent nonlinear Kolmogorov equations, Stationary distributions for stochastic differential equations with memory driven by \(\alpha\)-stable processes, Power variations in fractional Sobolev spaces for a class of parabolic stochastic PDEs, Optimal relaxed control of stochastic hereditary evolution equations with Lévy noise, Functional inequalities for some generalised Mehler semigroups, Existence and uniqueness of solutions to backward 2D and 3D stochastic convective Brinkman-Forchheimer equations forced by Lévy noise, Weak solution of a stochastic 3D nonlocal Cahn–Hilliard–Navier–Stokes systems with shear-dependent viscosity, A landscape of peaks: the intermittency islands of the stochastic heat equation with Lévy noise, Irreducibility of stochastic complex Ginzburg-Landau equations driven by pure jump noise and its applications, Global martingale weak solutions for the three-dimensional stochastic chemotaxis-Navier-Stokes system with Lévy processes, Weak averaging principle for multiscale stochastic dynamical systems driven by stable processes, Strong convergence of averaging principle for the non‐autonomous slow‐fast systems of SPDEs with polynomial growth, Poisson stable solutions for stochastic PDEs driven by Lévy noise, Large Deviations for Stochastic Generalized Porous Media Equations Driven by Lévy Noise, The S-asymptotically \(\omega\)-periodic solutions for stochastic fractional differential equations with piecewise constant arguments, Lévy flows and associated stochastic PDEs, The Burgers equation driven by a stochastic measure, On CIR Equations with General Factors, A finite volume scheme for fractional conservation laws driven by Lévy noise, Pricing options on flow forwards by neural networks in a Hilbert space, Model reduction for stochastic systems with nonlinear drift, Rapid Covariance-Based Sampling of Linear SPDE Approximations in the Multilevel Monte Carlo Method, Numerical methods for the deterministic second moment equation of parabolic stochastic PDEs, Existence and Uniqueness for a Class of SPDEs Driven by L'{e}vy Noise in Hilbert Spaces, Unnamed Item, A Stochastic-Statistical Residential Burglary Model with Finite Size Effects, Unnamed Item, Energy estimates and model order reduction for stochastic bilinear systems, Well-Posed Bayesian Inverse Problems with Infinitely Divisible and Heavy-Tailed Prior Measures, Multilevel Monte Carlo method with applications to stochastic partial differential equations, On martingale solutions of stochastic partial differential equations with Lévy noise, Sensitivity analysis in the infinite dimensional Heston model, EQUATIONS WITH DIRICHLET BOUNDARY NOISE, Simulation of stochastic partial differential equations using finite element methods, NUMERICAL HEDGING OF ELECTRICITY CONTRACTS USING DIMENSION REDUCTION, Strong Convergence of Full Discretization for Stochastic Cahn--Hilliard Equation Driven by Additive Noise, TOPOLOGICAL EQUIVALENCE FOR DISCONTINUOUS RANDOM DYNAMICAL SYSTEMS AND APPLICATIONS, Stochastic nonlinear wave equation with memory driven by compensated Poisson random measures, Stochastic integration with respect to cylindrical Lévy processes in Hilbert spaces: An L2 approach, On the exponential stability of switching-diffusion processes with jumps, Corporate security prices in structural credit risk models with incomplete information, FRACTIONAL LÉVY PROCESSES AND NOISES ON GEL′FAND TRIPLE, Large deviations for the stochastic predator–prey model with nonlinear functional response, The regularity of fractional stochastic evolution equations in Hilbert space, The Heston stochastic volatility model in Hilbert space, Stochastic averaging principles for multi-valued stochastic differential equations driven by poisson point Processes, Invariant foliations for stochastic dynamical systems with multiplicative stable Levy noise, Deterministic and stochastic equations of motion arising in Oldroyd fluids of order one: existence, uniqueness, exponential stability and invariant measures, Viscosity Solutions of Path-Dependent PDEs with Randomized Time, Global and non-global solutions of a fractional reaction-diffusion equation perturbed by a fractional noise, Controllability for impulsive neutral stochastic delay partial differential equations driven by fBm and Lévy noise, Slow manifolds for dynamical systems with non-Gaussian stable Lévy noise, Cointegrated Commodity Markets and Pricing of Derivatives in a Non-Gaussian Framework, The first exit problem of reaction-diffusion equations for small multiplicative L\'evy noise, Slow manifolds for a nonlocal fast-slow stochastic system with stable Lévy noise, Non-Standard Skorokhod Convergence of Lévy-Driven Convolution Integrals in Hilbert Spaces, Linear Evolution Equations with Cylindrical Lévy Noise: Gradient Estimates and Exponential Ergodicity, Strong solutions for the stochastic 3D LANS-α model driven by non-Gaussian Lévy noise, Stochastic optimal control of a evolutionary p-Laplace equation with multiplicative Lévy noise, Multimodal stationary states in symmetric single-well potentials driven by Cauchy noise, Evolution Equations Driven by General Stochastic Measures in Hilbert Space, Ergodicity of Stochastic Hydrodynamical-Type Evolution Equations Driven by $$\alpha $$-Stable Noise, Stochastic turbulence for Burgers equation driven by cylindrical Lévy process, Approximate controllability for time-dependent impulsive neutral stochastic partial differential equations with memory, Martingale solutions to a stochastic smectic-A liquid crystal model with multiplicative noise of jump type, Integration with respect to Lévy colored noise, with applications to SPDEs, Integrability of multivariate subordinated Lévy processes in Hilbert space, The synchronization of coupled stochastic systems driven by symmetric α-stable process and Brownian motion, Backstepping control design for stochastic systems driven by Lévy processes, Solving High-Dimensional Optimal Stopping Problems Using Optimization Based Model Order Reduction, Stochastic PDEs with heavy-tailed noise, Explosive solutions of parabolic stochastic partial differential equations with Lévy noise, Isomorphism for Spaces of Predictable Processes and an Extension of the Ito Integral, Real-World Forward Rate Dynamics With Affine Realizations, Non-Linear Time-Advanced Backward Stochastic Partial Differential Equations With Jumps, Almost automorphic solution for some stochastic evolution equation driven by Lévy noise with coefficients \(S^{2}\)-almost automorphic, Conservation laws driven by Lévy white noise, EXPONENTIAL MIXING FOR SOME SPDEs WITH LÉVY NOISE, Cointegration in continuous time for factor models, The nonlinear Schrödinger equation driven by jump processes, Quantifying Model Uncertainties in Complex Systems, Well-Posedness of the Stochastic Fractional Boussinesq Equation With Lévy Noise, Approximations for Solutions of Lévy-Type Stochastic Differential Equations, Riemann integral of a random function and the parabolic equation with a general stochastic measure, Diffusion approximation of systems with weakly ergodic Markov perturbations. II, Derivatives Pricing in Energy Markets: An Infinite-Dimensional Approach, Low-Dimensional Partial Integro-differential Equations for High-Dimensional Asian Options, Regularity of stochastic integral equations driven by Poisson random measures, Itô formula for mild solutions of SPDEs with Gaussian and non-Gaussian noise and applications to stability properties, Covariance structure of parabolic stochastic partial differential equations with multiplicative Lévy noise, Type II Singular Perturbation Approximation for Linear Systems with Lévy Noise, On Maximal Inequalities for Purely Discontinuous Martingales in Infinite Dimensions, Invariance of closed convex cones for stochastic partial differential equations, Global attracting sets of stochastic functional differential equations driven by a square integrable Lévy martingale, Stochastic non-resistive magnetohydrodynamic system with Lévy noise, A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps, Lévy-driven Volterra equations in space and time, Stochastic Partial Differential Equations Driven by General Stochastic Measures, Singular perturbation approximation for linear systems with Lévy noise, Infinite-dimensional bilinear and stochastic balanced truncation with explicit error bounds, On the Cauchy problem of a degenerate parabolic-hyperbolic PDE with Lévy noise, Asymptotic scattering by Poissonian thermostats, Stochastic control of tidal dynamics equation with Lévy noise, Asymptotic behavior, attracting and quasi-invariant sets for impulsive neutral SPFDE driven by Lévy noise, Almost sure convergence of a Galerkin approximation for SPDEs of Zakai type driven by square integrable martingales, Almost automorphic solutions for stochastic differential equations driven by Lévy noise with exponential dichotomy, Foundations of the theory of semilinear stochastic partial differential equations, SPDEs with \(\alpha\)-stable Lévy noise: a random field approach, Small noise asymptotic expansions for stochastic PDE's driven by dissipative nonlinearity and Lévy noise, Weak solutions and invariant measures of stochastic Oldroyd-B type model driven by jump noise, Vector-valued stochastic delay equations -- a weak solution and its Markovian representation, Criterion on stability for Markov processes applied to a model with jumps, Ergodicity of the stochastic real Ginzburg-Landau equation driven by \(\alpha\)-stable noises, Martingale solutions to stochastic nonlocal Cahn-Hilliard-Navier-Stokes equations with multiplicative noise of jump type, Multi-valued, singular stochastic evolution inclusions, Almost automorphic solutions for stochastic differential equations driven by Lévy noise, Stochastic integration with respect to cylindrical Lévy processes by \(p\)-summing operators, Derivative formula and exponential convergence for semilinear SPDEs driven by Lévy processes, AN INTERMEDIATE REGIME FOR EXIT PHENOMENA DRIVEN BY NON-GAUSSIAN LÉVY NOISES, Stepanov-like almost automorphic solutions for stochastic differential equations with Lévy noise, Regularity of a fractional partial differential equation driven by space-time white noise, A NOTE ON REAL-WORLD AND RISK-NEUTRAL DYNAMICS FOR HEATH–JARROW–MORTON FRAMEWORKS, Fundamental Solutions and Optimal Control of Neutral Systems, ON INCOMPLETENESS OF BOND MARKETS WITH INFINITE NUMBER OF RANDOM FACTORS, Second order elliptic partial differential equations driven by Lévy white noise, Optimization based model order reduction for stochastic systems, Infinite dimensional pathwise Volterra processes driven by Gaussian noise -- probabilistic properties and applications --, Dissipativity of the delay semigroup, Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations, On the asymptotic stability of a class of jump-diffusions of neutral type with impulses, Mean reversion for HJMM forward rate models, Time regularity for stochastic Volterra equations by the dilation theorem, Yosida approximations for multivalued stochastic partial differential equations driven by Lévy noise on a Gelfand triple, Well-posedness and invariant measures for a class of stochastic 3D Navier-Stokes equations with damping driven by jump noise, Fractional kinetic equation driven by general space-time homogeneous Gaussian noise, Existence of density for the stochastic wave equation with space-time homogeneous Gaussian noise, Strong solutions for SPDE with locally monotone coefficients driven by Lévy noise, Yamada-Watanabe theorem for stochastic evolution equation driven by Poisson random measure, Stability in distribution for stochastic differential equations with memory driven by positive semigroups and Lévy processes, Invariant measures for nonlinear conservation laws driven by stochastic forcing, Affine Volterra processes, Weak solution of a stochastic 3D Cahn-Hilliard-Navier-Stokes model driven by jump noise, Transportation cost inequalities for stochastic reaction-diffusion equations with Lévy noises and non-Lipschitz reaction terms, Weak Convergence of Finite Element Approximations of Linear Stochastic Evolution Equations with Additive Lévy Noise, Ergodicity of Stochastic Shell Models Driven by Pure Jump Noise, Continuous dependence estimate for conservation laws with Lévy noise, A unified approach to infinite-dimensional integration, Monotonicity of the collateralized debt obligations term structure model, The forward dynamics in energy markets – infinite-dimensional modelling and simulation, Jump-diffusions in Hilbert spaces: existence, stability and numerics, Stochastic representations for solutions to parabolic Dirichlet problems for nonlocal Bellman equations, Random attractor for stochastic lattice dynamical systems with \(\alpha\)-stable Lévy noises, Modelling Lévy space‐time white noises, Irreducibility and asymptotics of stochastic Burgers equation driven by \(\alpha \)-stable processes, Weak martingale solutions for the stochastic nonlinear Schrödinger equation driven by pure jump noise, Strong averaging principle for two-time-scale non-autonomous stochastic FitzHugh-Nagumo system with jumps, STRONG SOLUTIONS FOR STOCHASTIC POROUS MEDIA EQUATIONS WITH JUMPS, Cylindrical martingale problems associated with Lévy generators, Stochastic integration and stochastic PDEs driven by jumps on the dual of a nuclear space, Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs, Random field solutions to linear SPDEs driven by symmetric pure jump Lévy space-time white noises, Path properties of the solution to the stochastic heat equation with Lévy noise, Global solutions to stochastic Volterra equations driven by Lévy noise, Extended Poisson equation for weakly ergodic Markov processes, Finite element methods and their error analysis for SPDEs driven by Gaussian and non-Gaussian noises, Convergence of a flux-splitting finite volume scheme for conservation laws driven by Lévy noise, Weighted pseudo almost automorphic solutions for nonautonomous SPDEs driven by Lévy noise, Ornstein-Uhlenbeck processes driven by cylindrical Lévy processes, Second order PDEs with Dirichlet white noise boundary conditions, Second-order asymptotics for the block counting process in a class of regularly varying \({\Lambda}\)-coalescents, Simulation of volatility modulated Volterra processes using hyperbolic stochastic partial differential equations, Large deviation principle for stochastic Boussinesq equations driven by Lévy noise, On stochastic evolution equations for nonlinear bipolar fluids: well-posedness and some properties of the solution, Large deviation principle of occupation measures for non-linear monotone SPDEs, A maximal inequality for \(p\)th power of stochastic convolution integrals, Blow-up for stochastic reaction-diffusion equations with jumps, A class of Lévy driven SDEs and their explicit invariant measures, Regularity of Ornstein-Uhlenbeck processes driven by a Lévy white noise, Ergodicity of stochastic magneto-hydrodynamic equations driven by \(\alpha\)-stable noise, \(L^{p}\)-strong convergence of the averaging principle for slow-fast SPDEs with jumps, Time regularity of generalized Ornstein-Uhlenbeck processes with Lévy noises in Hilbert spaces, Two-time-scales hyperbolic-parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principles, On classical solutions of linear stochastic integro-differential equations, On stochastic conservation laws and Malliavin calculus, Integro-PDE in Hilbert spaces: existence of viscosity solutions, Infinite dimensional weak Dirichlet processes and convolution type processes, Uniqueness for solutions of Fokker-Planck equations related to singular SPDE driven by Lévy and cylindrical Wiener noise, Ergodicity of stochastic Boussinesq equations driven by Lévy processes, Numerical analysis for stochastic partial differential delay equations with jumps, Random dynamics of the stochastic Boussinesq equations driven by Lévy noises, Well-posedness for the stochastic 2D primitive equations with Lévy noise, On fractional Brownian motion and wavelets, Approximation and convergence of solutions to semilinear stochastic evolution equations with jumps, Diffusion limit for the radiative transfer equation perturbed by a Wiener process, On some smoothening effects of the transition semigroup of a Lévy process, Stochastic hydrodynamic-type evolution equations driven by Lévy noise in 3D unbounded domains -- abstract framework and applications, Representation of infinite-dimensional forward price models in commodity markets, Pathwise stability of degenerate stochastic evolutions, Large deviations for stochastic PDE with Lévy noise, Existence and large time behavior for a stochastic model of modified magnetohydrodynamic equations, Shell model of turbulence perturbed by Lévy noise, Ornstein-Uhlenbeck equations with time-dependent coefficients and Lévy noise in finite and infinite dimensions, Stochastic stability of FitzHugh-Nagumo systems perturbed by Gaussian white noise, On the Cauchy problem for non-local Ornstein-Uhlenbeck operators, Simulation of SPDEs for excitable media using finite elements, On a unique ergodicity of some Markov processes, On the well-posedness of the stochastic Allen-Cahn equation in two dimensions, Strong solution for a stochastic model of two-dimensional second grade fluids: existence, uniqueness and asymptotic behavior, Central limit theorem for Markov processes with spectral gap in the Wasserstein metric, On the 3-D stochastic magnetohydrodynamic-\(\alpha\) model, Martingale solutions and Markov selection of stochastic 3D Navier-Stokes equations with jump, Successive approximation of neutral stochastic evolution equations with infinite delay and Poisson jumps, Numerical analysis for stochastic age-dependent population equations with fractional Brownian motion, Stochastic wave equation of pure jumps: Existence, uniqueness and invariant measures, Maximal inequalities of the Itô integral with respect to Poisson random measures or Lévy processes on Banach spaces, On a Burgers type nonlinear equation perturbed by a pure jump Lévy noise in \(\mathbb R^d\), Comparison theorem for stochastic differential delay equations with jumps, Kolmogorov-Chentsov theorem and differentiability of random fields on manifolds, A note on intermittency for the fractional heat equation, Runge-Kutta methods for jump-diffusion differential equations, A computational analysis for mean exit time under non-Gaussian Lévy noises, Exponential stability of stochastic generalized porous media equations with jump, Exponential ergodicity and regularity for equations with Lévy noise, Existence of Lévy term structure models, Synchronization of coupled stochastic systems driven by \(\alpha \)-stable Lévy noises, On the stochastic beam equation driven by a non-Gaussian Lévy process, Stochastic evolution equations driven by Lévy processes, A note on time regularity of generalized Ornstein-Uhlenbeck processes with cylindrical stable noise, Hedging electricity swaptions using partial integro-differential equations, Covariance structure of parabolic stochastic partial differential equations, Singular behavior of the solution to the stochastic heat equation on a polygonal domain, Infinite dimensional Ornstein-Uhlenbeck processes driven by Lévy processes, On degenerate linear stochastic evolution equations driven by jump processes, Fractional Lévy processes on Gel'fand triple and stochastic integration, Stability of the heat equation driven by an impulsive noise, Recent advances in statistical data and signal analysis: application to real world diagnostics from medical and biological signals, The neutral stochastic integrodifferential equations with jumps, Ergodicity of the stochastic coupled fractional Ginzburg-Landau equations driven by \(\alpha\)-stable noise, Time irregularity of generalized Ornstein-Uhlenbeck processes, Lévy-Ornstein-Uhlenbeck transition semigroup as second quantized operator, On a stochastic wave equation driven by a non-Gaussian Lévy process, Necessary conditions for optimal control of stochastic evolution equations in Hilbert spaces, Convergence of numerical solutions to stochastic age-structured population equations with diffusions and Markovian switching, Random attractors for a class of stochastic partial differential equations driven by general additive noise, A Taylor expansion approach for solving partial differential equations with random Neumann boundary conditions, Synchronization of systems of Marcus canonical equations driven by \(\alpha \)-stable noises, A note on stochastic integrals as \(L^{2}\)-curves, Variational solutions of dissipative jump-type stochastic evolution equations, Heath-Jarrow-Morton-Musiela equation with Lévy perturbation, The fundamental solution and its role in the optimal control of infinite dimensional neutral systems, Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients, Structural properties of semilinear SPDEs driven by cylindrical stable processes, A Lax equivalence theorem for stochastic differential equations, On ergodicity of some Markov processes, An averaging principle for stochastic dynamical systems with Lévy noise, Pathwise uniqueness for stochastic evolution equations with Hölder drift and stable Lévy noise, Moderate deviation principles for stochastic differential equations with jumps, Nonlinear stochastic partial differential equations of hyperbolic type driven by Lévy-type noises, Irreducibility and exponential mixing of some stochastic hydrodynamical systems driven by pure jump noise, Numerical solution of the Burgers equation with Neumann boundary noise, On the averaging principle for stochastic delay differential equations with jumps, On the equivalence of solutions for a class of stochastic evolution equations in a Banach space, Controllability and qualitative properties of the solutions to SPDEs driven by boundary Lévy noise, Model reduction for stochastic systems, Pathwise uniqueness for a class of SPDEs driven by cylindrical \(\alpha \)-stable processes, Stationary solutions of damped stochastic 2-dimensional Euler's equation, Correction to: ``Cylindrical martingale problems associated with Lévy generators, A new type of singular perturbation approximation for stochastic bilinear systems, Strong averaging principle for slow-fast SPDEs with Poisson random measures, Approximation and model order reduction for second order systems with Levy-noise, Stability properties of mild solutions of SPDEs related to pseudo differential equations, Existence of almost automorphic solution in distribution for a class of stochastic integro-differential equation driven by Lévy noise, Comparison principle for stochastic heat equations driven by \(\alpha \)-stable white noises, Existence of weak solutions to SPDEs with fractional Laplacian and non-Lipschitz coefficients, Boundedness analysis of non-autonomous stochastic differential systems with Lévy noise and mixed delays, Strong convergence in the \(p\)th-mean of an averaging principle for two-time-scales SPDEs with jumps, Weak convergence of Galerkin approximations for fractional elliptic stochastic PDEs with spatial white noise, Multidimensional SDE with distributional drift and Lévy noise, Error bounds for model reduction of feedback-controlled linear stochastic dynamics on Hilbert spaces, Stochastic evolution equations driven by cylindrical stable noise, Uniqueness problem for SPDEs from population models, Global well-posedness of a class of stochastic equations with jumps, Stochastic reaction-diffusion equations driven by jump processes, Stochastic optimal control in infinite dimensions with state constraints, Affine pure-jump processes on positive Hilbert-Schmidt operators, Another approach for stationary measures of stochastic 2D Navier-Stokes equations driven by pure jump noise, Volterra-type Ornstein-Uhlenbeck processes in space and time, Existence of continuous and càdlàg versions for cylindrical processes in the dual of a nuclear space, Existence and stability of solutions to non-Lipschitz stochastic differential equations driven by Lévy noise, Asymptotics of stochastic Burgers equation with jumps, A stochastic Fubini theorem for \(\alpha\)-stable process, The Stampacchia maximum principle for stochastic partial differential equations forced by Lévy noise, Optimal control for stochastic Volterra equations with multiplicative Lévy noise, Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processes, Limit theorems for cylindrical martingale problems associated with Lévy generators, Stable Lévy motion with values in the Skorokhod space: construction and approximation, Strong solutions of stochastic models for viscoelastic flows of Oldroyd type, Existence of a density of the 2-dimensional stochastic Navier Stokes equation driven by Lévy processes or fractional Brownian motion, Strong averaging along foliated Lévy diffusions with heavy tails on compact leaves, Some refinements of existence results for SPDEs driven by Wiener processes and Poisson random measures, The stochastic Cauchy problem driven by a cylindrical Lévy process, Wave equation with a coloured stable noise, Ornstein-Uhlenbeck processes in Hilbert space with non-Gaussian stochastic volatility, Uniqueness for integro-PDE in Hilbert spaces, Fokker-Planck equations and maximal dissipativity for Kolmogorov operators for SPDE driven by Lévy noise, Weak order for the discretization of the stochastic heat equation driven by impulsive noise, Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises, Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions, Normal approximation of the solution to the stochastic heat equation with Lévy noise, The Cauchy problem for fractional conservation laws driven by Lévy noise, Review of local and global existence results for stochastic PDEs with Lévy noise, Multilevel Monte Carlo method for parabolic stochastic partial differential equations, Stochastic Landau-Lifshitz-Gilbert equation with anisotropy energy driven by pure jump noise, Stochastic Navier-Stokes equations driven by Lévy noise in unbounded 3D domains, Martingale solution to equations for differential type fluids of grade two driven by random force of Lévy type, The Itō integral with respect to an infinite dimensional Lévy process: a series approach, Local characteristics and tangency of vector-valued martingales, Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models, Averaging principles for nonautonomous two-time-scale stochastic reaction-diffusion equations with jump, Hyperbolic type stochastic evolution equations with Lévy noise, Well-posedness, stability and sensitivities for stochastic delay equations: a generalized coupling approach, Kinetic limit for a harmonic chain with a conservative Ornstein-Uhlenbeck stochastic perturbation, A stochastic generalized Ginzburg-Landau equation driven by jump noise, Existence and stability for stochastic partial differential equations with infinite delay, Martingale solutions for the three-dimensional stochastic nonhomogeneous incompressible Navier-Stokes equations driven by Lévy processes, Time-splitting methods to solve the Hall-MHD systems with Lévy noises, Balanced model order reduction for linear random dynamical systems driven by Lévy noise, Martingale solutions of nematic liquid crystals driven by pure jump noise in the Marcus canonical form, Noise-induced vegetation transitions in the Grazing Ecosystem, Asymptotics for stochastic reaction-diffusion equation driven by subordinate Brownian motion, The Euler equations of an inviscid incompressible fluid driven by a Lévy noise, Weak convergence of Galerkin approximations of stochastic partial differential equations driven by additive Lévy noise, Advection-diffusion equation on a half-line with boundary Lévy noise, Poisson \(S^2\)-almost automorphy for stochastic processes and its applications to SPDEs driven by Lévy noise, Forward rate models with linear volatilities, Weak solutions of a stochastic Landau-Lifshitz-Gilbert equation driven by pure jump noise, Continuous dependence estimate for a degenerate parabolic-hyperbolic equation with Lévy noise, Exponential ergodicity of stochastic Burgers equations driven by \(\alpha\)-stable processes, Approximate controllability of second-order stochastic differential systems driven by a Lévy process, Symmetric simple exclusion process in dynamic environment: hydrodynamics, Global well-posedness of the stochastic generalized Kuramoto-Sivashinsky equation with multiplicative noise, Stochastic Fubini theorem for jump noises in Banach spaces, On a class of stochastic partial differential equations with multiple invariant measures, Well-posedness and large deviations for a class of SPDEs with Lévy noise, Two impulsive stochastic delay single-species models incorporating Lévy noise, \(L^2\) properties of Lévy generators on compact Riemannian manifolds, Stochastic evolution equations in Banach spaces and applications to the Heath-Jarrow-Morton-Musiela equations, Sample paths of white noise in spaces with dominating mixed smoothness, Malliavin differentiability of solutions of SPDEs with Lévy white noise, A stochastic heat equation with the distributions of Lévy processes as its invariant measures, Nonlinear stochastic parabolic partial differential equations with a monotone operator of the Ladyzenskaya-Smagorinsky type, driven by a Lévy noise, On \(L_p\)-solvability of stochastic integro-differential equations, Stochastic analysis with modelled distributions, Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise, Stochastic integration for Lévy processes with values in Banach spaces, Randomly switching evolution equations, Stochastic generalized porous media equations driven by Lévy noise with increasing Lipschitz nonlinearities, Large deviation principle for stochastic convective Brinkman-Forchheimer equations perturbed by pure jump noise, Time regularity of Lévy-type evolution in Hilbert spaces and of some \(\alpha \)-stable processes, Well-posedness of the stochastic Boussinesq equation driven by Levy processes, On the existence and uniqueness of solution to a stochastic simplified liquid crystal model, Strong and weak convergence rates for slow-fast stochastic differential equations driven by \(\alpha \)-stable process, A weak law of large numbers for realised covariation in a Hilbert space setting, Poisson stable solutions for stochastic differential equations with Lévy noise, Exponential stable behavior of a class of impulsive partial stochastic differential equations driven by Lévy noise, Limit of fluctuations of solutions of Wigner equation, Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise, A positivity-preserving numerical algorithm for stochastic age-dependent population system with Lévy noise in a polluted environment, Modeling and computation of an integral operator Riccati equation for an infinite-dimensional stochastic differential equation governing streamflow discharge, Stochastic optimal control of a doubly nonlinear PDE driven by multiplicative Lévy noise, Singular perturbations and asymptotic expansions for SPDEs with an application to term structure models, Multilevel Monte Carlo estimators for elliptic PDEs with Lévy-type diffusion coefficient, Gradient formula for transition semigroup corresponding to stochastic equation driven by a system of independent Lévy processes