Nonlinear SPDE driven by Lévy noise: well-posedness, optimal control and invariant measure

Dynamic programming in optimal control and differential games (49L20) Integro-partial differential equations (45K05) Optimal stochastic control (93E20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Integro-partial differential equations (35R09) Functional analysis in probabilistic metric linear spaces (46S50)

Cites Work

Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Stochastic partial differential equations: an introduction
Degenerate parabolic equations
Maximal regularity for stochastic convolutions driven by Lévy processes
Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients
Stochastic reaction-diffusion equations driven by jump processes
On sequentially weakly Feller solutions to SPDE's
Weak convergence and empirical processes. With applications to statistics
Existence of strong solutions for Itô's stochastic equations via approximations
Existence of a martingale solution of the stochastic Navier-Stokes equations in unbounded 2D and 3D domains
Stochastic Navier-Stokes equations driven by Lévy noise in unbounded 3D domains
Stochastic optimal control of a doubly nonlinear PDE driven by multiplicative Lévy noise
On a doubly nonlinear PDE with stochastic perturbation
A concise course on stochastic partial differential equations
Well-posedness for a pseudomonotone evolution problem with multiplicative noise
On stochastic optimal control in ferromagnetism
Global \(L_2\)-solutions of stochastic Navier-Stokes equations
Équations et inéquations non linéaires dans les espaces vectoriels en dualité
La théorie générale de la mesure dans son application à l'étude des systèmes dynamiques de la mécanique non linéaire.
Optimal control for a coupled spin-polarized current and magnetization system
Nonlinear diffusion equations
Optimal Relaxed Control of Dissipative Stochastic Partial Differential Equations in Banach Spaces
The Initial Trace of a Solution of the Porous Medium Equation
On a Nonlinear Parabolic Problem Arising in Some Models Related to Turbulent Flows
Uniqueness for stochastic evolution equations in Banach spaces
Well-posedness for nonlinear SPDEs with strongly continuous perturbation
Stochastic Equations in Infinite Dimensions
Stationary solutions for stochastic damped Navier-Stokes equations in \mathBB{R}^d
Stochastic Partial Differential Equations with Levy Noise
Stochastic optimal control of a evolutionary p-Laplace equation with multiplicative Lévy noise
Nonlinear partial differential equations with applications
Stochastic doubly nonlinear PDE: large deviation principles and existence of invariant measure