SPDEs in infinite dimension with Poisson noise;ESDP en dimension infinie avec un bruit de posisson

Comptes Rendus Mathematique

Volumn 339, Issue 9, 2004, Pages 647-652

  Knoche, Claudia ^a  

^a BIELEFELD UNIVERSITY   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 26844558620     PISSN: 1631073X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.crma.2004.09.004     Document Type: Article

References (10)

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3. G. Da Prato J. Zabczyk Ergodicity for Infinite Dimensional Systems 1996 Cambridge University Press Cambridge
4. N. Ikeda S. Watanabe Stochastic Differential Equations and Diffusion Processes 1981 North-Holland Amsterdam
5. C. Knoche, Stochastic integrals and stochastic differential equations with respect to compensated Poisson random measures in infinite dimensional Hilbert spaces, Preprint No. 03-06-119 des Forschungszentrums BiBoS (Bielefeld-Bonn-Stochastics), Universität Bielefeld, 2003
6. C. Knoche, Mild solutions of SPDE's driven by Poisson noise in infinite dimensions and their dependence on initial datum, Doctor-degree thesis, Fakultät für Mathematik, Universität Bielefeld, 2004, in preparation
7. V. Mandrekar, B. Rüdiger, Existence and uniqueness of path wise solutions for stochastic integral equations driven by non Gaussian noise on separable Banach spaces, Preprint No. 61 des SFB 611, Fakultät für Mathematik, Universität Bonn, 2003
8. C. Müller The heat equation with Lévy noise Stochastic Process. Appl. 74 1998 67-82
9. S. Peszat Existence and uniqueness of the solution for stochastic equations on Banach spaces Stochastic Stochastics Reports 55 1995 167-193
10. J.B. Walsh An introduction to stochastic partial differential equations in: École d'Été de Probabilité de St. Flour XIV in: Lecture Notes in Math. vol. 1180 1986 Springer-Verlag Berlin 266-439