Malliavin differentiability of solutions of SPDEs with Lévy white noise

DOI10.1155/2017/9693153zbMath1400.60085arXiv1605.02665OpenAlexW2963256434WikidataQ59145089 ScholiaQ59145089MaRDI QIDQ1794088

Raluca M. Balan, Cheikh B. Ndongo

Publication date: 15 October 2018

Published in: International Journal of Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.02665

zbMATH Keywords

Malliavin derivativePoisson random measureLévy white noise

Mathematics Subject Classification ID

White noise theory (60H40) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Stochastic integrals for SPDEs: a comparison
• Intermittency for the wave equation with Lévy white noise
• Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
• Lévy Processes and Stochastic Calculus
• Integration with respect to Lévy colored noise, with applications to SPDEs
• Malliavin Calculus with Applications to Stochastic Partial Differential Equations
• Stochastic Partial Differential Equations with Levy Noise
• Stochastic Equations in Infinite Dimensions