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

Zhen Qing Chen; Kyeong Hun Kim

doi:10.1515/forum-2011-0123

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

Zhen Qing Chen, Kyeong Hun Kim

Research output: Contribution to journal › Article › peer-review

9 Citations (Scopus)

Abstract

In this paper we present an L_p-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.

Original language	English
Pages (from-to)	1381-1411
Number of pages	31
Journal	Forum Mathematicum
Volume	26
Issue number	5
DOIs	https://doi.org/10.1515/forum-2011-0123
Publication status	Published - 1 Sept 2014
Externally published	Yes

Keywords

L-theory
Lévy process
Martingale
Sobolev space
Stochastic partial differential equation

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KW - Sobolev space

KW - Stochastic partial differential equation

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

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Keywords

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