Stochastic evolution equations driven by Lévy processes

zbMath1237.60049MaRDI QIDQ661386

Zhen-Qing Chen, Tu-Sheng Zhang

Publication date: 10 February 2012

Published in: Osaka Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ojm/1315318342

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (4)

Uniqueness problem for SPDEs from population models ⋮ An \(L _{2}\)-theory for a class of SPDEs driven by Lévy processes ⋮ Hyperbolic type stochastic evolution equations with Lévy noise ⋮ Hölder regularity and gradient estimates for SDEs driven by cylindrical \(\alpha \)-stable processes

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Systems of equations driven by stable processes
• Stochastic evolution equations of jump type: Existence, uniqueness and large deviation princi\-ples
• Uniqueness in law for pure jump Markov processes
• Parabolic SPDEs driven by Poisson white noise
• The heat equation with Lévy noise
• Stochastic partial differential equation driven by stable noise
• Malliavin calculus for parabolic SPDEs with jumps.
• Infinite dimensional stochastic differential equations of Ornstein-Uhlenbeck type
• On the uniqueness of solutions of stochastic differential equations. II
• A study of a class of stochastic differential equations with non-Lipschitzian coefficients
• Ergodicity for Infinite Dimensional Systems
• Stochastic Partial Differential Equations with Levy Noise
• Stochastic Equations in Infinite Dimensions

This page was built for publication: Stochastic evolution equations driven by Lévy processes