Stochastic integration and stochastic PDEs driven by jumps on the dual of a nuclear space

被引：13

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 | 2018年 / 6卷 / 04期

关键词：

Cylindrical martingale-valued measures; Dual of a nuclear space; Stochastic integrals; Stochastic evolution equations; LOCALLY CONVEX-SPACES; EVOLUTION EQUATIONS; DIFFERENTIAL-EQUATION; LANGEVIN-EQUATIONS; OPERATORS;

D O I：

10.1007/s40072-018-0117-x

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We develop a novel theory of weak and strong stochastic integration for cylindrical martingale-valued measures taking values in the dual of a nuclear space. This is applied to develop a theory of SPDEs with rather general coefficients. In particular, we can then study SPDEs driven by general Levy processes in this context.

引用

页码：618 / 689

页数：72

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