An Lp-theory for non-divergence form SPDEs driven by Lévy processes

Zhen Qing Chen, Kyeong Hun Kim

科研成果: 期刊稿件文章同行评审

9 引用 (Scopus)

摘要

In this paper we present an Lp-theory for a class of stochastic partial differential equations (SPDEs in abbreviation) driven by Lévy processes. The SPDEs under consideration can have random coefficients that depend both on the time and space variable. Existence and uniqueness of solutions in various Sobolev spaces are obtained. These Sobolev spaces describe the regularity of the solutions of the SPDEs.

源语言英语
页(从-至)1381-1411
页数31
期刊Forum Mathematicum
26
5
DOI
出版状态已出版 - 1 9月 2014
已对外发布

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