VARIATIONAL SOLUTIONS OF STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS WITH CYLINDRICAL LEVY NOISE

被引：5

作者：

Kosmala, Tomasz ^{[1
]}

Riedle, Markus ^{[2
,3
]}

机构：

[1] Queen Mary Univ London, Sch Math Sci, London E1 4NS, England

[2] Kings Coll London, Dept Math, London WC2R 2LS, England

[3] Tech Univ Dresden, Inst Math Stochast, Fac Math, D-01062 Dresden, Germany

来源：

DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B | 2021年 / 26卷 / 06期

关键词：

cylindrical Levy processes; stochastic partial differential equations; multiplicative noise; variational solutions; stochastic integration; TIME REGULARITY;

D O I：

10.3934/dcdsb.2020209

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this article, the existence of a unique solution in the variational approach of the stochastic evolution equation dX(t) = F (X(t)) dt + G(X(t)) dL(t) driven by a cylindrical Levy process L is established. The coefficients F and G are assumed to satisfy the usual monotonicity and coercivity conditions. The noise is modelled by a cylindrical Levy processes which is assumed to belong to a certain subclass of cylindrical Levy processes and may not have finite moments.

引用

页码：2879 / 2898

页数：20

共 30 条

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[Anonymous], 1979, Current problems in mathematics

[2]

[Anonymous], 1982, Semimartingales, a Course on Stochastic Processes

[3]

Applebaum D, 2009, CAM ST AD M, V93, P1

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