On \(L_p\)-theory for stochastic parabolic integro-differential equations

DOI10.1007/s40072-013-0008-0zbMath1395.60075OpenAlexW2044542609MaRDI QIDQ487661

H. Pragarauskas, Remigijus Mikulevičius

Publication date: 23 January 2015

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

Full work available at URL: https://doi.org/10.1007/s40072-013-0008-0

zbMATH Keywords

stochastic integrodifferential equationsZakai equationLevy processes\(L_p\) theory

Mathematics Subject Classification ID

A priori estimates in context of PDEs (35B45) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic integral equations (60H20)

Related Items (6)

A Sobolev space theory for parabolic stochastic PDEs driven by Lévy processes on \(C^1\)-domains ⋮ On the Cauchy problem for integro-differential operators in Sobolev classes and the martingale problem ⋮ On solvability of integro-differential equations ⋮ An \(L_p\)-theory for stochastic partial differential equations driven by Lévy processes with pseudo-differential operators of arbitrary order ⋮ On \(L_p\)-solvability of stochastic integro-differential equations ⋮ On the Cauchy problem for stochastic integro-differential equations with radially O-regularly varying Lévy measure

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