The stochastic Cauchy problem driven by a cylindrical Lévy process

DOI10.1214/19-EJP407zbMath1445.60045arXiv1803.04365OpenAlexW2998966712MaRDI QIDQ2184568

Umesh Kumar, Markus Riedle

Publication date: 29 May 2020

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1803.04365

zbMATH Keywords

Cauchy problemstochastic Fubini theoremcylindrical Lévy processcylindrical infinitely divisible

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Generalized stochastic processes (60G20) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (9)

On an autoregressive process driven by a sequence of Gaussian cylindrical random variables ⋮ Stochastic integration in Hilbert spaces with respect to cylindrical martingale-valued measures ⋮ Almost sure uniform convergence of stochastic processes in the dual of a nuclear space ⋮ The Cauchy problem for fractional conservation laws driven by Lévy noise ⋮ Invariant measure for the stochastic Cauchy problem driven by a cylindrical Lévy process ⋮ Variational solutions of stochastic partial differential equations with cylindrical Lévy noise ⋮ Modelling Lévy space‐time white noises ⋮ Random field solutions to linear SPDEs driven by symmetric pure jump Lévy space-time white noises ⋮ Stochastic integration with respect to cylindrical semimartingales

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