SPDEs in infinite dimension with Poisson noise

DOI10.1016/j.crma.2004.09.004zbMath1058.60050OpenAlexW1965752745MaRDI QIDQ1763512

Claudia Knoche

Publication date: 22 February 2005

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2004.09.004

zbMATH Keywords

existence and uniqueness of mild solutionsfirst order Fréchet differentiabilityregularity w.r.t. the initial datum

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (14)

On a stochastic fractional partial differential equation driven by a Lévy space-time white noise ⋮ SPDEs driven by Poisson random measure with non Lipschitz coefficients: existence results ⋮ Some refinements of existence results for SPDEs driven by Wiener processes and Poisson random measures ⋮ Weak order for the discretization of the stochastic heat equation driven by impulsive noise ⋮ Existence of Lévy term structure models ⋮ Mixed fractional heat equation driven by fractional Brownian sheet and Lévy process ⋮ LOCAL WELL-POSEDNESS OF MUSIELA’S SPDE WITH LÉVY NOISE ⋮ THE EXISTENCE AND UNIQUENESS FOR NON-LIPSCHITZ STOCHASTIC NEUTRAL DELAY EVOLUTION EQUATIONS DRIVEN BY POISSON JUMPS ⋮ Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise ⋮ Approximating solutions of neutral stochastic evolution equations with jumps ⋮ Jump type Cahn-Hilliard equations with fractional noises ⋮ Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise ⋮ Strong solutions for the stochastic 3D LANS-α model driven by non-Gaussian Lévy noise ⋮ Itô formula for stochastic integrals w.r.t. compensated Poisson random measures on separable Banach spaces

Cites Work

• Parabolic SPDEs driven by Poisson white noise
• The heat equation with Lévy noise
• Stochastic partial differential equations driven by Lévy space-time white noise
• Existence and uniqueness of the solution for stochastic equations on banach spaces
• Ergodicity for Infinite Dimensional Systems
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