Controllability and qualitative properties of the solutions to SPDEs driven by boundary Lévy noise

Author:

Hausenblas Erika,Razafimandimby Paul André

Funder

Austrian Science Fund

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference35 articles.

1. Applebaum, D.: Lévy Processes and Stochastic Calculus, Volume 93 of Cambridge Studies in Advanced Mathematics. Cambridge University Press, Cambridge (2004)

2. Applebaum, D.: Martingale-valued measures, Ornstein–Uhlenbeck processes with jumps and operator self-decomposability in Hilbert space. In: Emery, M., Yor, M. (eds.) Memoriam Paul-André Meyer, Séminaire de Probabilités 39, Lecture Notes in Mathematics, pp. 173–198. Springer, Berlin (2006)

3. Applebaum, D.: On the infinitesimal generators of Ornstein–Uhlenbeck processes with jumps in Hilbert space. Potential Anal. 26, 79–100 (2007)

4. Bensoussan, A., Da Prato, G., Delfour, M., Mitter, S.: Representation and Control of Infinite Dimensional Systems. Systems & Control: Foundations & Applications, 2nd edn. Birkhäuser Boston Inc., Boston (2007)

5. Bichteler, K., Gravereaux, J.-B., Jacod, J.: Malliavin Calculus for Processes with Jumps, Volume 2 of Stochastics Monographs. Gordon and Breach Science Publishers, New York (1987)

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