SPDEs driven by standard symmetric α\alphaα-stable cylindrical L'evy processes: existence, Lyapunov functionals and It^{o} formula (original) (raw)

Stochastic integration with respect to canonical alpha\alphaalpha-stable cylindrical L\'evy processes

Gergely Bodó

Cornell University - arXiv, 2022

View PDFchevron_right

On existence and properties of strong solutions of one-dimensional stochastic equations with an additive noise

Andrey Pilipenko

View PDFchevron_right

Space-time regularity for linear stochastic evolution equations driven by spatially homogeneous noise

Zdzislaw Brzezniak

View PDFchevron_right

Existence and Uniqueness for a Class of SPDEs Driven by Lévy Noise in Hilbert Spaces

Sahand Communications in Mathematical Analysis

View PDFchevron_right

Stochastic Partial Differential Equations with Lévy Noise: An Evolution Equation Approach

Szymon Peszat

2007

View PDFchevron_right

Exponential ergodicity and regularity for equations with Lévy noise

J. Zabczyk

Stochastic Processes and their Applications, 2012

View PDFchevron_right

Stochastic Volterra equations driven by cylindrical Wiener process

Carlos Lizama

Journal of Evolution Equations, 2007

View PDFchevron_right

Itô formula for mild solutions of SPDEs with Gaussian and non-Gaussian noise and applications to stability properties

Leszek Gawarecki

Random Operators and Stochastic Equations

View PDFchevron_right

Invariant measure for the stochastic Cauchy problem driven by a cylindrical Lévy process

UMESH KUMAR

Journal of Mathematical Analysis and Applications, 2021

View PDFchevron_right

Stability properties of stochastic differential equations driven by Lévy noise

Michailina Siakalli

2009

View PDFchevron_right

Stochastic evolution equations with multiplicative noise

Dora Selesi

Electronic Journal of Probability, 2015

View PDFchevron_right

An introduction to stochastic partial differential equations

John Walsh

View PDFchevron_right

Stochastic differential equations involving positive noise

Jan Ubøe

Proceedings of the Durham Symposium on Stochastic Analysis, 1990, 1991

View PDFchevron_right

Strong solutions for SPDE with locally monotone coefficients driven by Lévy noise

Zdzislaw Brzezniak

Nonlinear Analysis: Real World Applications, 2014

View PDFchevron_right

ON THE EXISTENCE OF WEAK VARIATIONAL SOLUTIONS TO STOCHASTIC DIFFERENTIAL EQUATIONS

Leszek Gawarecki

Communications on Stochastic Analysis, 2010

View PDFchevron_right

Existence, uniqueness and regularity for a class of semilinear stochastic Volterra equations with multiplicative noise

Boris Baeumer

Journal of Differential Equations, 2015

View PDFchevron_right

An operatorial approach to stochastic partial differential equations driven by linear multiplicative noise

Viorel Barbu

Journal of the European Mathematical Society, 2015

View PDFchevron_right

On a stochastic wave equation driven by a non-Gaussian Lévy process

Lijun Bo

Journal of Theoretical Probability, 2010

View PDFchevron_right

Asymptotic stability of stochastic differential equations driven by Lévy noise

Michailina Siakalli

Journal of Applied Probability, 2009

View PDFchevron_right

Stochastic partial differential equations driven by L�vy space-time white noise

Tusheng Zhang, Frank Proske

The Annals of Applied Probability, 2004

View PDFchevron_right

Kolmogorov Equations for Stochastic PDE's with Multiplicative Noise

Giuseppe Da Prato

Stochastic Analysis and Applications, 2007

View PDFchevron_right

Explicit invariant measures for infinite dimensional SDE driven by Lévy noise with dissipative nonlinear drift I

Boubaker smii

View PDFchevron_right

Continuous dependence on coefficients for stochastic evolution equations with multiplicative Levy Noise and monotone nonlinearity

Erfan Salavati

Bulletin of The Iranian Mathematical Society, 2014

View PDFchevron_right

Stochastic partial differential equations driven by Lévy space-time white noise

Frank Proske

The Annals of Applied Probability, 2004

View PDFchevron_right

Taylor expansions of solutions of stochastic partial differential equations with additive noise

Arnulf Jentzen, P. Kloeden

The Annals of Probability, 2010

View PDFchevron_right