Stochastic evolution equations driven by cylindrical stable noise

DOI10.1016/j.spa.2022.03.014zbMath1489.60113arXiv2108.01746OpenAlexW3192719862MaRDI QIDQ2137758

Tomasz Kosmala, Markus Riedle

Publication date: 16 May 2022

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2108.01746

zbMATH Keywords

stochastic partial differential equationstightnessstable processescylindrical Lévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) One-parameter semigroups and linear evolution equations (47D06) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stable stochastic processes (60G52)

Related Items (5)

Modulation and Amplitude Equations on Bounded Domains for Nonlinear SPDEs Driven by Cylindrical $\alpha$-stable Lévy Processes ⋮ Existence and asymptotic behavior of square-mean \(S\)-asymptotically periodic solutions for fractional stochastic evolution equation with delay ⋮ A landscape of peaks: the intermittency islands of the stochastic heat equation with Lévy noise ⋮ Existence and asymptotic behavior of square-mean S-asymptotically periodic solutions for stochastic evolution equation involving delay ⋮ Stochastic integration with respect to canonical \(\alpha\)-stable cylindrical Lévy processes

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Pathwise uniqueness for an SPDE with Hölder continuous coefficient driven by \(\alpha\)-stable noise
• Regularity analysis for stochastic partial differential equations with nonlinear multiplicative trace class noise
• Stochastic integration with respect to cylindrical Lévy processes
• Regularity of Ornstein-Uhlenbeck processes driven by a Lévy white noise
• Existence, uniqueness and regularity of parabolic SPDEs driven by Poisson random measure
• Semigroups of linear operators and applications to partial differential equations
• On the Skorokhod topology
• Stable cylindrical Lévy processes and the stochastic Cauchy problem
• The heat equation with Lévy noise
• The central limit theorem for stochastic integrals with respect to Levy processes
• Stochastic partial differential equation driven by stable noise
• Stochastic Navier-Stokes equations driven by Lévy noise in unbounded 3D domains
• Existence and pathwise uniqueness to an SPDE driven by \(\alpha\)-stable colored noise
• Stochastic PDEs with heavy-tailed noise
• Stochastic partial differential equations
• A concise course on stochastic partial differential equations
• SPDEs with \(\alpha\)-stable Lévy noise: a random field approach
• The Yamada-Watanabe-Engelbert theorem for general stochastic equations and inequalities
• On the discrete analogues of some generalizations of Gronwall's inequality
• Uniqueness in Law of the Itô Integral with Respect to Lévy Noise
• Cylindrical Lévy processes in Banach spaces
• Infinitely divisible cylindrical measures on Banach spaces
• Interpolation Theory
• Stochastic Equations in Infinite Dimensions
• Stochastic Partial Differential Equations with Levy Noise
• Abstract Probability Spaces and a Theorem of Kolmogoroff

This page was built for publication: Stochastic evolution equations driven by cylindrical stable noise