Stochastic evolution equations with Levy noise in the dual of a nuclear space

被引:1
作者
Fonseca-Mora, C. A. [1 ]
机构
[1] Univ Costa Rica, Escuela Matemat, San Jose 115012060, Costa Rica
来源
STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS | 2024年 / 12卷 / 01期
关键词
Levy processes; Dual of a nuclear space; Stochastic integrals; Stochastic evolution equations; Weak convergence; ORNSTEIN-UHLENBECK PROCESSES; INTERSECTION LOCAL TIME; DIFFERENTIAL-EQUATION; CYLINDRICAL PROCESSES; LANGEVIN-EQUATIONS; CONVERGENCE; INTEGRATION; DRIVEN; CONVOLUTIONS; SEMIGROUPS;
D O I
10.1007/s40072-022-00281-7
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this article we give sufficient and necessary conditions for the existence of a weak and mild solution to stochastic evolution equations with (general) Levy noise taking values in the dual of a nuclear space. As part of our approach we develop a theory of stochastic integration with respect to a Levy process taking values in the dual of a nuclear space. We also derive further properties of the solution such as the existence of a solution with square moments, the Markov property and path regularity of the solution. In the final part of the paper we give sufficient conditions for the weak convergence of the solutions to a sequence of stochastic evolution equations with Levy noises.
引用
收藏
页码:173 / 219
页数:47
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