SPDEs driven by standard symmetric α-stable cylindrical Lévy processes: Existence, Lyapunov functionals and Itô formula-Reference-Cited by-同舟云学术

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SPDEs driven by standard symmetric α-stable cylindrical Lévy processes: Existence, Lyapunov functionals and Itô formula

Published:2024-01-01 Issue:none Volume:29 Page:
ISSN:1083-6489
Container-title:Electronic Journal of Probability
language:
Short-container-title:Electron. J. Probab.

Author:

Bodó Gergely¹,Riedle Markus²,Týbl Ondřej³

Affiliation:

1. Department of Mathematics, King’s College London, London WC2R 2LS, United Kingdom

2. Department of Mathematics, King’s College London, London WC2R 2LS, United Kingdom and Institute of Mathematical Stochastics, Faculty of Mathematics, TU Dresden, 01062 Dresden, Germany

3. Department of Probability and Mathematical Statistics, Charles University, Sokolovská 49/83 186 75 Prague 8, Czech Republic

Publisher

Institute of Mathematical Statistics

Reference43 articles.

1. D. Applebaum and M. Riedle. Cylindrical Lévy processes in Banach spaces. Proc. Lond. Math. Soc. (3), 101(3):697–726, 2010.

2. G. Da Prato and J. Zabczyk. Stochastic Equations in Infinite Dimensions. Encyclopedia of Mathematics and its Applications. Cambridge University Press, Cambridge, 1992.

3. C. Dellacherie and P. A. Meyer. Probabilities and potential. North-Holland Publishing Co., Amsterdam, 1978.

4. I. M. Gel’fand and N. Ya. Vilenkin. Generalized functions. Vol. 4: Applications of harmonic analysis. New York: Academic Press, 1964.

5. A. Jakubowski, S. Kwapień, P. Raynaud de Fitte, and J. Rosiński. Radonification of cylindrical semimartingales by a single Hilbert-Schmidt operator. Infinite Dimensional Analysis Quantum Probability and Related Topics, 5:429–440, 09 2002.

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