Pathwise uniqueness for a class of SPDEs driven by cylindrical -stable processes

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Stable stochastic processes (60G52)

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Cites work

scientific article; zbMATH DE number 1776363 (Why is no real title available?)
A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT
A concise course on stochastic partial differential equations
A note on time regularity of generalized Ornstein-Uhlenbeck processes with cylindrical stable noise
A variational approach to the construction and Malliavin differentiability of strong solutions of SDEs
Davie's type uniqueness for a class of SDEs with jumps
EXPONENTIAL MIXING FOR SOME SPDEs WITH LÉVY NOISE
Ergodicity of Stochastic Dissipative Equations Driven by α-Stable Process
Ergodicity of the stochastic real Ginzburg-Landau equation driven by $\alpha$-stable noises
Exponential ergodicity and regularity for equations with Lévy noise
Exponential ergodicity of stochastic Burgers equations driven by $\alpha$-stable processes
Gradient estimates and applications for SDEs in Hilbert space with multiplicative noise and Dini continuous drift
Hölder flow and differentiability for SDEs with nonregular drift
Integrability conditions for SDEs and semilinear SPDEs
Invariant measures of stochastic $2D$ Navier-Stokes equation driven by $\alpha$-stable processes
Noise prevents singularities in linear transport equations
On the Strong Solutions of Stochastic Differential Equations
One-dimensional stochastic Burgers equation driven by Lévy processes
Pathwise uniqueness for a class of SDE in Hilbert spaces and applications
Pathwise uniqueness for an SPDE with Hölder continuous coefficient driven by $\alpha$-stable noise
Pathwise uniqueness for singular SDEs driven by stable processes
Perturbation of drift-type for Levy processes
Random perturbation of PDEs and fluid dynamic models. École d'Été de Probabilités de Saint-Flour XL -- 2010
Sobolev differentiable flows of SDEs with local Sobolev and super-linear growth coefficients
Stochastic Partial Differential Equations with Levy Noise
Stochastic differential equations with Sobolev drifts and driven by -stable processes
Stochastic flow for SDEs with jumps and irregular drift term
Strong solutions of SDEs with singular drift and Sobolev diffusion coefficients
Strong solutions of stochastic equations with singular time dependent drift
Strong uniqueness for SDEs in Hilbert spaces with nonregular drift
Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift
Strong uniqueness for stochastic evolution equations with unbounded measurable drift term
Structural properties of semilinear SPDEs driven by cylindrical stable processes
Well-posedness of SDEs with drifts in mixed-norm spaces and driven by mixed-noises

Cited in

(10)

Pathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve
SPDEs driven by standard symmetric $\alpha$-stable cylindrical Lévy processes: existence, Lyapunov functionals and Itô formula
A note on stability of SPDEs driven by $\alpha$-stable noises
Existence and pathwise uniqueness to an SPDE driven by -stable colored noise
Strong averaging principle for a class of slow-fast singular SPDEs driven by $\alpha$-stable process
Almost sure uniform convergence of stochastic processes in the dual of a nuclear space
Stochastic differential equations with Sobolev drifts and driven by -stable processes
Pathwise uniqueness for a class of SPDEs driven by cylindrical $\alpha$-stable processes
Stochastic integration with respect to cylindrical semimartingales
Stationary distributions for stochastic differential equations with memory driven by $\alpha$-stable processes

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