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Volumn 74, Issue 1, 1998, Pages 21-36

Parabolic SPDEs driven by Poisson white noise

Author keywords

Existence and uniqueness; Parabolic SPDEs; Poisson white noise; Primary 60H15; Secondary 35R60; Stochastic integral equations of jump type

Indexed keywords


EID: 0003115242     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(97)00112-9     Document Type: Article
Times cited : (113)

References (11)
  • 1
    • 0001051911 scopus 로고
    • White noise driven parabolic SPDEs with measurable drift
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    • (1994) J. Funct. Anal. , vol.120 , pp. 484-510
    • Bally, V.1    Gyöngy, I.2    Pardoux, E.3
  • 4
    • 0004060693 scopus 로고
    • Foundations of stochastic differential equations in infinite dimensional spaces
    • SIAM, Philadelphia.
    • Itô, K., 1984. Foundations of stochastic differential equations in infinite dimensional spaces. CBMS-NSF Regional Conf. Series in Applied Mathematics, vol. 47. SIAM, Philadelphia.
    • (1984) CBMS-NSF Regional Conf. Series in Applied Mathematics , vol.47
    • Itô, K.1
  • 6
    • 0000723564 scopus 로고
    • Stochastic evolution equations driven by nuclear-space-valued martingales
    • Kallianpur G., Perez-Abreu V. Stochastic evolution equations driven by nuclear-space-valued martingales. Appl. Math. Optim. 17:1988;237-272.
    • (1988) Appl. Math. Optim. , vol.17 , pp. 237-272
    • Kallianpur, G.1    Perez-Abreu, V.2
  • 7
    • 0000005137 scopus 로고
    • Stratonovich stochastic differential equations driven by general semimartingales
    • Kurtz, T.G., Pardoux, E., Protter, P., 1995. Stratonovich stochastic differential equations driven by general semimartingales. Ann. Inst. H. Poincaré B 31, 351-377.
    • (1995) Ann. Inst. H. Poincaré B , vol.31 , pp. 351-377
    • Kurtz, T.G.1    Pardoux, E.2    Protter, P.3
  • 8
    • 0009048623 scopus 로고
    • Absolute continuity of the law of the solution of a parabolic SPDE
    • Pardoux E., Zhang T.-S. Absolute continuity of the law of the solution of a parabolic SPDE. J. Funct. Anal. 112:1993;447-458.
    • (1993) J. Funct. Anal. , vol.112 , pp. 447-458
    • Pardoux, E.1    Zhang, T.-S.2
  • 9
    • 0001146109 scopus 로고
    • Existence and uniqueness of the solution for stochastic equations on Banach spaces
    • Peszat S. Existence and uniqueness of the solution for stochastic equations on Banach spaces. Stochastics and Stochastics Rep. 55:1995;167-193.
    • (1995) Stochastics and Stochastics Rep. , vol.55 , pp. 167-193
    • Peszat, S.1
  • 11
    • 0000659593 scopus 로고
    • An introduction to stochastic partial differential equations
    • In: Ecole d'Été de Probabilités de St. Flour XIV, Springer, Berlin
    • Walsh, J.B., 1986. An introduction to stochastic partial differential equations. In: Ecole d'Été de Probabilités de St. Flour XIV, Lecture Notes in Mathematics, vol. 1180. Springer, Berlin, pp. 266-439.
    • (1986) Lecture Notes in Mathematics , vol.1180 , pp. 266-439
    • Walsh, J.B.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.