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

DOI10.1515/FORUM-2011-0123zbMATH Open1296.60163arXiv1007.3295OpenAlexW2964199563MaRDI QIDQ741369FDOQ741369

Authors: Zhen-Qing Chen, Kyeong-Hun Kim 

Publication date: 12 September 2014

Published in: Forum Mathematicum (Search for Journal in Brave)

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.

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

Recommendations

• An \(L _{2}\)-theory for a class of SPDEs driven by Lévy processes
• Strong solutions for SPDE with locally monotone coefficients driven by Lévy noise
• A Sobolev space theory for parabolic stochastic PDEs driven by Lévy processes on \(C^1\)-domains
• An \(L_p\)-theory for stochastic partial differential equations driven by Lévy processes with pseudo-differential operators of arbitrary order
• An \(L_p\)-theory of a class of stochastic equations with the random fractional Laplacian driven by Lévy processes

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)

Cited In (20)

• Existence of affine realizations for stochastic partial differential equations driven by Lévy processes
• \(L_p\)-theory for the fractional time stochastic heat equation with an infinite-dimensional fractional Brownian motion
• On solvability of integro-differential equations
• Stochastic Hölder continuity of random fields governed by a system of stochastic PDEs
• The Stampacchia maximum principle for stochastic partial differential equations forced by Lévy noise
• An \(L_p\)-theory of a class of stochastic equations with the random fractional Laplacian driven by Lévy processes
• An \(L_p\)-maximal regularity estimate of moments of solutions to second-order stochastic partial differential equations
• Well-posedness and large deviations for a class of SPDEs with Lévy noise
• Strong solutions for SPDE with locally monotone coefficients driven 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
• An \(L_p\)-theory for stochastic partial differential equations driven by Lévy processes with pseudo-differential operators of arbitrary order
• A Sobolev space theory for time-fractional stochastic partial differential equations driven by Lévy processes
• Controllability and qualitative properties of the solutions to SPDEs driven by boundary Lévy noise
• An \(L _{2}\)-theory for a class of SPDEs driven by Lévy processes
• A Sobolev space theory for parabolic stochastic PDEs driven by Lévy processes on \(C^1\)-domains
• 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
• Title not available (Why is that?)

This page was built for publication: An \(L_{p}\)-theory for non-divergence form SPDEs driven by Lévy processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q741369)