Article
Licensed
Unlicensed
Requires Authentication
An Lp-theory for non-divergence form SPDEs driven by Lévy processes
-
Zhen-Qing Chen
and
Kyeong-Hun Kim
Published/Copyright:
March 30, 2012
Abstract
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.
Keywords: Stochastic partial differential equation; Lévy process; Lp-theory; Sobolev space; martingale
Funding source: NSF
Award Identifier / Grant number: DMS-0906743
Funding source: NSF
Award Identifier / Grant number: DMR-1035196
Funding source: National Research Foundation of Korea
Award Identifier / Grant number: Basic Science Research Program 20110015961
Received: 2011-10-27
Revised: 2012-2-14
Published Online: 2012-3-30
Published in Print: 2014-9-1
© 2015 by De Gruyter
You are currently not able to access this content.
You are currently not able to access this content.
Articles in the same Issue
- Frontmatter
- Weighted norm inequalities for multilinear Calderón–Zygmund operators on non-homogeneous metric measure spaces
- A characterization of degree two Siegel cusp forms by the growth of their Fourier coefficients
- Weyl groups for non-classical restricted Lie algebras and the Chevalley Restriction Theorem
- An Lp-theory for non-divergence form SPDEs driven by Lévy processes
- Clifford–Wolf translations of Finsler spaces
- Duality theory of weighted Hardy spaces with arbitrary number of parameters
- Group algebras whose symmetric elements are Lie metabelian
- Algebraic supergroups of Cartan type
- On the K- and L-theory of hyperbolic and virtually finitely generated abelian groups
Keywords for this article
Stochastic partial differential equation;
Lévy process;
Lp-theory;
Sobolev space;
martingale
Articles in the same Issue
- Frontmatter
- Weighted norm inequalities for multilinear Calderón–Zygmund operators on non-homogeneous metric measure spaces
- A characterization of degree two Siegel cusp forms by the growth of their Fourier coefficients
- Weyl groups for non-classical restricted Lie algebras and the Chevalley Restriction Theorem
- An Lp-theory for non-divergence form SPDEs driven by Lévy processes
- Clifford–Wolf translations of Finsler spaces
- Duality theory of weighted Hardy spaces with arbitrary number of parameters
- Group algebras whose symmetric elements are Lie metabelian
- Algebraic supergroups of Cartan type
- On the K- and L-theory of hyperbolic and virtually finitely generated abelian groups
