Variational solutions of stochastic partial differential equations with cylindrical Lévy noise

Abstract

In this article, the existence of a unique solution in the variational approach of the stochastic evolution equation $$\dX(t) = F(X(t)) \dt + G(X(t)) \dL(t)$$ driven by a cylindrical Lévy process $L$ is established. The coefficients $F$ and $G$ are assumed to satisfy the usual monotonicity and coercivity conditions. The noise is modelled by a cylindrical Lévy processes which is assumed to belong to a certain subclass of cylindrical Lévy processes and may not have finite moments.

arXiv commentCompletely revised version, removed some inconsistencies and inaccuracies

Cited by in corpus (1)

• Stochastic integration in Hilbert spaces with respect to cylindrical martingale-valued measures