An \(L_p\)-theory of a class of stochastic equations with the random fractional Laplacian driven by Lévy processes

DOI10.1016/j.spa.2012.08.001zbMath1260.60121arXiv1111.4712OpenAlexW2050332114MaRDI QIDQ713210

Panki Kim, Kyeong-Hun Kim

Publication date: 26 October 2012

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1111.4712

zbMATH Keywords

Sobolev spacesLévy processesstochastic partial differential equationsfractional Laplacian

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (16)

The truncated Euler–Maruyama method for stochastic differential equations with piecewise continuous arguments driven by Lévy noise ⋮ Regularity for the Solution of a Stochastic Partial Differential Equation with the Fractional Laplacian ⋮ An \(L_p\)-maximal regularity estimate of moments of solutions to second-order stochastic partial differential equations ⋮ Hölder estimates of mild solutions for nonlocal SPDEs ⋮ A weighted \(L_p\)-regularity theory for parabolic partial differential equations with time-measurable pseudo-differential operators ⋮ BMO and Morrey-Campanato estimates for stochastic convolutions and Schauder estimates for stochastic parabolic equations ⋮ A Sobolev space theory for time-fractional stochastic partial differential equations driven by Lévy processes ⋮ A Sobolev space theory for parabolic stochastic PDEs driven by Lévy processes on \(C^1\)-domains ⋮ Parabolic Littlewood-Paley inequality for \(\phi(-{\Delta})\)-type operators and applications to stochastic integro-differential equations ⋮ On solvability of integro-differential equations ⋮ An \(L_p\)-theory for stochastic partial differential equations driven by Lévy processes with pseudo-differential operators of arbitrary order ⋮ On \(L_p\)-solvability of stochastic integro-differential equations ⋮ A Kolmogorov-type theorem for stochastic fields ⋮ A regularity theory for stochastic partial differential equations driven by multiplicative space-time white noise with the random fractional Laplacians ⋮ Regularity of a stochastic fractional delayed reaction-diffusion equation driven by Lévy noise ⋮ On the Campanato and Hölder regularity of local and nonlocal stochastic diffusion equations

Cites Work

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• On a stochastic partial differential equation with a fractional Laplacian operator
• A generalization of the Littlewood-Paley inequality for the fractional Laplacian
• On Hölder solutions of the integro-differential Zakai equation
• Theory of Bessel potentials. I
• On the Cauchy problem for certain integro-differential operators in Sobolev and Hölder spaces
• On $L_{p}$-Estimates of Some Singular Integrals Related to Jump Processes
• Lévy Processes and Stochastic Calculus
• An Extension Problem Related to the Fractional Laplacian

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