An L_p-theory for non-divergence form SPDEs driven by Lévy processes

DOI10.1515/FORUM-2011-0123MaRDI QIDQ741369zbMATH OpenOpenAlexFDO

Authors Zhen-Qing Chen, Kyeong-Hun Kim

Publication date 12 September 2014

Published in Forum Mathematicum (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1007.3295

zbMATH Keywords

martingaleSobolev spacestochastic partial differential equation\(L_{p}\)-theoryLévy process

Mathematics Subject Classification ID

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

Abstract: In this paper we present an $L^p$-theory for the stochastic partial differential equations (SPDEs in abbreciation) driven by L'e{}vy processes. Existence and uniqueness of solutions in Sobolev spaces are obtained. The coefficients of SPDEs under consideration are random functions depending on time and space variables.

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• On \(L_p\)-solvability of stochastic integro-differential equations
• Variational solutions of stochastic partial differential equations with cylindrical Lévy noise
• On well-posedness of stochastic anisotropic \(p\)-Laplace equation driven by Lévy noise
• scientific article; zbMATH DE number 1779819 (Why is no real title available?)

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