Existence and pathwise uniqueness to an SPDE driven by \(\alpha\)-stable colored noise
From MaRDI portal
Publication:2274278
DOI10.1016/j.spa.2018.08.003zbMath1422.60114OpenAlexW2886882477MaRDI QIDQ2274278
Publication date: 19 September 2019
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2018.08.003
Central limit and other weak theorems (60F05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Processes in random environments (60K37)
Related Items (6)
Stochastic evolution equations driven by cylindrical stable noise ⋮ On the extinction-extinguishing dichotomy for a stochastic Lotka-Volterra type population dynamical system ⋮ Uniqueness problem for SPDEs from population models ⋮ Well-posedness of the martingale problem for super-Brownian motion with interactive branching ⋮ Comparison principle for stochastic heat equations driven by \(\alpha \)-stable white noises ⋮ Unnamed Item
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- New results on pathwise uniqueness for the heat equation with colored noise
- Stochastic equations, flows and measure-valued processes
- Strong solutions of jump-type stochastic equations
- Pathwise uniqueness for the stochastic heat equation with Hölder continuous drift and noise coefficients
- Pathwise uniqueness for an SPDE with Hölder continuous coefficient driven by \(\alpha\)-stable noise
- Hölder index at a given point for density states of super-\(\alpha \)-stable motion of index \(1+\beta \)
- Pathwise uniqueness for stochastic heat equations with Hölder continuous coefficients: The white noise case
- On pathwise uniqueness for stochastic heat equations with non-Lipschitz coefficients
- Multifractal analysis of superprocesses with stable branching in dimension one
- Optimal local Hölder index for density states of superprocesses with \((1+\beta )\)-branching mechanism
- An \(\infty\)-dimensional inhomogeneous Langevin's equation
- Stochastic partial differential equations for some measure-valued diffusions
- One dimensional stochastic partial differential equations and the branching measure diffusion
- Infinite dimensional stochastic differential equations and their applications
- Regularity and irregularity of \((1+\beta)\)-stable super-Brownian motion
- On convergence of population processes in random environments to the stochastic heat equation with colored noise
- Stochastic partial differential equation driven by stable noise
- Strong solutions for stochastic differential equations with jumps
- Super-Brownian motion as the unique strong solution to an SPDE
- Stochastic equations of non-negative processes with jumps
- Stochastic equations of super-Lévy processes with general branching mechanism
- The reversibility and an SPDE for the generalized Fleming-Viot processes with mutation
- Measure-Valued Branching Markov Processes
- Integration with respect to Lévy colored noise, with applications to SPDEs
- Mathematical analysis II. Transl. from the 4th Russian edition by Roger Cooke
This page was built for publication: Existence and pathwise uniqueness to an SPDE driven by \(\alpha\)-stable colored noise
