Stochastic evolution equations driven by Lévy processes
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Publication:661386
Existence of weak solutions and pathwise uniqueness are established for stochastic evolution equations driven by jump processes. The first part involves continuous coefficients. The hard part is to establish the tightness of the approximating solutions which comes from the infinite dimensional feature of the space and the jumps of the driving process. The existence results involve four technical propositions and theorems while pathwise uniqueness relies on a single consistent theorem. It is addressing to mathematicians dealing with infinite dimensional SPDEs.
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Cited in
(22)- Stochastic reaction-diffusion equations driven by jump processes
- Stationary solutions for stochastic differential equations driven by Lévy processes
- An \(L _{2}\)-theory for a class of SPDEs driven by Lévy processes
- Hyperbolic type stochastic evolution equations with Lévy noise
- Hölder regularity and gradient estimates for SDEs driven by cylindrical \(\alpha \)-stable processes
- Uniqueness problem for SPDEs from population models
- Stochastic integration and stochastic PDEs driven by jumps on the dual of a nuclear space
- Lévy-driven Volterra equations in space and time
- Stochastic equations with time-dependent drift driven by Lévy processes
- On the path-independence of the Girsanov transformation for stochastic evolution equations with jumps in Hilbert spaces
- Jump-diffusions in Hilbert spaces: existence, stability and numerics
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- Stochastic Loewner evolution driven by Lévy processes
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- Mild solution of stochastic equations with Lévy jumps: existence, uniqueness, regularity and stability
- Global properties of stochastic Loewner evolution driven by Lévy processes
- Stochastic Partial Differential Equations with Levy Noise
- A general class of McKean-Vlasov stochastic evolution equations driven by Brownian motion and L\`evy process and controlled by L\`evy measure
- Stochastic Evolution Equations with L\'{e}vy Noise in the Dual of a Nuclear Space
- Variational solutions of dissipative jump-type stochastic evolution equations
- Nonlinear stochastic partial differential equations of hyperbolic type driven by Lévy-type noises
- Stochastic evolution equations of jump type: Existence, uniqueness and large deviation princi\-ples
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