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

University of Washington
Korea University

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 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.

源语言	英语
页（从-至）	1381-1411
页数	31
期刊	Forum Mathematicum
卷	26
期	5
DOI	https://doi.org/10.1515/forum-2011-0123
出版状态	已出版 - 1 9月 2014
已对外发布	是

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N2 - 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.

AB - 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.

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KW - Sobolev space

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

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