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An L_2-theory for a class of SPDEs driven by Lévy processes

An L_2-theory for a class of SPDEs driven by Lévy processes
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摘要 In this paper we present an L2-theory for a class of stochastic partial differential equations driven by Levy processes. The coefficients of the equations are random functions depending on time and space variables, and no smoothness assumption of the coefficients is assumed. In this paper we present an L 2-theory for a class of stochastic partial differential equations driven by Lévy processes.The coefficients of the equations are random functions depending on time and space variables,and no smoothness assumption of the coefficients is assumed.
作者 CHEN Zhen-Qing KIM KyeongHun
机构地区 Department of Mathematics School of Mathematics Department of Mathematics
出处 《Science China Mathematics》 SCIE 2012年第11期2233-2246,共14页 中国科学：数学（英文版）
基金 supported by National Science Foundation of US (Grant No. DMS-0906743) the National Research Foundation of Korea (Grant No. 20110027230)
关键词 stochastic parabolic partial differential equations Levy processes L2-theory 随机偏微分方程 过程驱动 随机函数 空间变量 光滑性 时间
分类号 O211.63 [理学—概率论与数理统计] TP316 [自动化与计算机技术—计算机软件与理论]
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参考文献15

  • 1Chen Z-Q, Zhang T S. Stochastic evolution equations driven by stable processes. Osaka J Math, 2011, 48:311-327.
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  • 5Kim K. On stochastic partial differential equations with variable coefficients in C1 domains. Stoch Process Appl, 2004, 112:261-283.
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  • 10Marinelli C, Pr@v6t C, RSckner M. Regular dependence on initial data for stochastic evolution equations with multi- plicative Poisson noise. J Funct Anal, 2010, 258:616-649.
Science China Mathematics
2012年 第11期

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