Maximal regularity for stochastic convolutions driven by Lévy processes
From MaRDI portal
(Redirected from Publication:842391)
Recommendations
Cites work
- scientific article; zbMATH DE number 5566656 (Why is no real title available?)
- scientific article; zbMATH DE number 3812549 (Why is no real title available?)
- scientific article; zbMATH DE number 3812598 (Why is no real title available?)
- scientific article; zbMATH DE number 3911357 (Why is no real title available?)
- scientific article; zbMATH DE number 3951715 (Why is no real title available?)
- scientific article; zbMATH DE number 3978058 (Why is no real title available?)
- scientific article; zbMATH DE number 3980111 (Why is no real title available?)
- scientific article; zbMATH DE number 4088592 (Why is no real title available?)
- scientific article; zbMATH DE number 44587 (Why is no real title available?)
- scientific article; zbMATH DE number 53996 (Why is no real title available?)
- scientific article; zbMATH DE number 3602126 (Why is no real title available?)
- scientific article; zbMATH DE number 1245556 (Why is no real title available?)
- scientific article; zbMATH DE number 1540658 (Why is no real title available?)
- scientific article; zbMATH DE number 2147500 (Why is no real title available?)
- scientific article; zbMATH DE number 1402217 (Why is no real title available?)
- Existence and uniqueness of path wise solutions for stochastic integral equations driven by Lévy noise on separable Banach spaces
- Existence, uniqueness and regularity of parabolic SPDEs driven by Poisson random measure
- Gaussian Measures on Function Spaces
- Martingale solutions and invariant measures for stochastic evolution equations in Banach spaces
- Martingales with values in uniformly convex spaces
- Maximal regularity for stochastic convolutions in \(L^p\) spaces
- On stochastic convolution in banach spaces and applications
- Semigroups of linear operators and applications to partial differential equations
- Some results on linear stochastic evolution equations in hilbert spaces by the semi–groups method
- Stochastic convolution in separable Banach spaces and the stochastic linear Cauchy problem
- Stochastic differential equations on Banach manifolds
- Stochastic partial differential equations in M-type 2 Banach spaces
- The law of large numbers and the central limit theorem in Banach spaces
- Uniqueness for stochastic evolution equations in Banach spaces
Cited in
(44)- Ergodicity of the stochastic real Ginzburg-Landau equation driven by \(\alpha\)-stable noises
- Regularity of stochastic integral equations driven by Poisson random measures
- Shell model of turbulence perturbed by Lévy noise
- Modulation and amplitude equations on bounded domains for nonlinear SPDEs driven by cylindrical \(\alpha\)-stable Lévy processes
- Nonlinear parabolic stochastic evolution equations in critical spaces Part I. Stochastic maximal regularity and local existence*
- Uniqueness of the nonlinear Schrödinger equation driven by jump processes
- On stochastic evolution equations for nonlinear bipolar fluids: well-posedness and some properties of the solution
- scientific article; zbMATH DE number 3976021 (Why is no real title available?)
- Well-posedness and invariant measures for a class of stochastic 3D Navier-Stokes equations with damping driven by jump noise
- Maximal inequalities for fractional Lévy and related processes
- Uniqueness in law of the stochastic convolution process driven by Lévy noise
- Stochastic maximal \(L^{p}\)-regularity
- Stochastic reaction-diffusion equations driven by jump processes
- Stochastic hydrodynamic-type evolution equations driven by Lévy noise in 3D unbounded domains -- abstract framework and applications
- Stochastic Navier-Stokes equations driven by Lévy noise in unbounded 3D domains
- Yosida approximations for multivalued stochastic partial differential equations driven by Lévy noise on a Gelfand triple
- Maximal inequalities and exponential estimates for stochastic convolutions driven by Lévy-type processes in Banach spaces with application to stochastic quasi-geostrophic equations
- Weak solutions of a stochastic Landau-Lifshitz-Gilbert equation driven by pure jump noise
- Stochastic Fubini theorem for jump noises in Banach spaces
- Maximal regularity for stochastic convolutions in \(L^p\) spaces
- Martingale solution to equations for differential type fluids of grade two driven by random force of Lévy type
- \(\mathbb{L}^p\)-solutions for stochastic Navier-Stokes equations with jump noise
- Strong solutions to stochastic hydrodynamical systems with multiplicative noise of jump type
- Martingale solutions to stochastic nonlocal Cahn-Hilliard-Navier-Stokes systems with singular potentials driven by multiplicative noise of jump type
- Existence results for linear evolution equations of parabolic type
- Strong solutions for SPDE with locally monotone coefficients driven by Lévy noise
- Local characteristics and tangency of vector-valued martingales
- Weak solution of a stochastic 3D nonlocal Cahn–Hilliard–Navier–Stokes systems with shear-dependent viscosity
- Schauder estimates for stochastic transport-diffusion equations with Lévy processes
- A note on maximal estimates for stochastic convolutions
- Controllability and qualitative properties of the solutions to SPDEs driven by boundary Lévy noise
- Conical stochastic maximal \(L^p\)-regularity for \(1\leqslant p<\infty\)
- Maximal \(\gamma\)-regularity
- Stochastic optimal control of a evolutionary p-Laplace equation with multiplicative Lévy noise
- Regularity of Ornstein-Uhlenbeck processes driven by a Lévy white noise
- Stochastic nonlinear wave equation with memory driven by compensated Poisson random measures
- Maximal inequalities for stochastic convolutions driven by compensated Poisson random measures in Banach spaces
- Stochastic optimal control of a doubly nonlinear PDE driven by multiplicative Lévy noise
- Maximal inequalities of the Itô integral with respect to Poisson random measures or Lévy processes on Banach spaces
- Nonlinear SPDE driven by Lévy noise: well-posedness, optimal control and invariant measure
- Path properties of the solution to the stochastic heat equation with Lévy noise
- Global solutions to stochastic Volterra equations driven by Lévy noise
- A Kolmogorov-type theorem for stochastic fields
- Time-splitting methods to solve the Hall-MHD systems with Lévy noises
This page was built for publication: Maximal regularity for stochastic convolutions driven by Lévy processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q842391)