Stochastic integration and stochastic PDEs driven by jumps on the dual of a nuclear space

DOI10.1007/s40072-018-0117-xzbMath1435.60043arXiv1706.01363OpenAlexW2623174438MaRDI QIDQ2315124

Christian A. Fonseca-Mora

Publication date: 31 July 2019

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.01363

zbMATH Keywords

stochastic integralsstochastic evolution equationsdual of a nuclear spacecylindrical martingale-valued measures

Mathematics Subject Classification ID

Generalized stochastic processes (60G20) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Probability theory on linear topological spaces (60B11)

Related Items (9)

Stochastic integration in Hilbert spaces with respect to cylindrical martingale-valued measures ⋮ Lévy processes and infinitely divisible measures in the dual of a nuclear space ⋮ Semimartingales on duals of nuclear spaces ⋮ Time regularity of stochastic convolutions and stochastic evolution equations in duals of nuclear spaces ⋮ Almost sure uniform convergence of stochastic processes in the dual of a nuclear space ⋮ Radonification of a cylindrical Lévy process ⋮ Tightness and weak convergence of probabilities on the Skorokhod space on the dual of a nuclear space and applications ⋮ Regularization of cylindrical processes in locally convex spaces ⋮ Stochastic integration with respect to cylindrical semimartingales

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