Uniqueness in Law of the Itô Integral with Respect to Lévy Noise

DOI10.1007/978-3-0348-0021-1_3zbMath1278.60100OpenAlexW192252071WikidataQ59225681 ScholiaQ59225681MaRDI QIDQ2904868

Erika Hausenblas, Zdzisław Brzeźniak

Publication date: 24 August 2012

Published in: Seminar on Stochastic Analysis, Random Fields and Applications VI (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-0348-0021-1_3

zbMATH Keywords

Poisson random measureuniqueness in lawstochastic integral of jump type

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random measures (60G57)

Related Items (13)

Stochastic evolution equations driven by cylindrical stable noise ⋮ A class of Lévy driven SDEs and their explicit invariant measures ⋮ The nonlinear Schrödinger equation driven by jump processes ⋮ Martingale weak solutions of the stochastic Landau-Lifshitz-Bloch equation ⋮ Low Mach number limit of solutions to the stochastic compressible magnetohydrodynamic equations ⋮ Martingale solution to equations for differential type fluids of grade two driven by random force of Lévy type ⋮ Small noise asymptotic expansions for stochastic PDE's driven by dissipative nonlinearity and Lévy noise ⋮ Martingale solutions for the three-dimensional stochastic nonhomogeneous incompressible Navier-Stokes equations driven by Lévy processes ⋮ Time-splitting methods to solve the Hall-MHD systems with Lévy noises ⋮ Optimal Controls for the Stochastic Compressible Navier--Stokes Equations ⋮ Asymptotic expansions for SDE's with small multiplicative noise ⋮ Uniqueness of the nonlinear Schrödinger equation driven by jump processes ⋮ Asymptotic expansion of the transition density of the semigroup associated to a SDE driven by Lévy noise

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