Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise

Stochastic Processes and their Applications

Volumn 119, Issue 3, 2009, Pages 835-863

  Albeverio, S ^a,b   Mandrekar, V ^c   Rudiger B ^d  

^a UNIVERSITY OF BONN   (Germany)

^b SFB 611 ^*  (Germany)

^c MICHIGAN STATE UNIVERSITY   (United States)

^d University of Koblenz   (Germany)

Author keywords

Additive processes; Compensated Poisson random measures; Contraction semigroups; Martingale measures; Mild solutions of Stochastic Differential Equations; Pseudo differential operators; Random Hilbert valued functions; Stochastic integrals on separable Hilbert spaces

Indexed keywords

DIFFERENTIAL EQUATIONS; MATHEMATICAL OPERATORS; MEASUREMENT THEORY; POISSON DISTRIBUTION; POISSON EQUATION; RANDOM PROCESSES; SHRINKAGE; STOCHASTIC CONTROL SYSTEMS;

COMPENSATED POISSON RANDOM MEASURES; CONTRACTION SEMIGROUPS; MARTINGALE MEASURES; MILD SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS; PSEUDO-DIFFERENTIAL OPERATORS; RANDOM HILBERT VALUED FUNCTIONS; STOCHASTIC INTEGRALS ON SEPARABLE HILBERT SPACES;

HILBERT SPACES;

EID: 60549097061     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2008.03.006     Document Type: Article

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