메뉴 건너뛰기




Volumn 26, Issue 5, 2014, Pages 1381-1411

An Lp-theory for non-divergence form SPDEs driven by Lévy processes

Author keywords

Lp theory; L vy process; Martingale; Sobolev space; Stochastic partial differential equation

Indexed keywords


EID: 84925390826     PISSN: 09337741     EISSN: 14355337     Source Type: Journal    
DOI: 10.1515/forum-2011-0123     Document Type: Article
Times cited : (14)

References (18)
  • 1
    • 0041901646 scopus 로고    scopus 로고
    • Lévy processes stochastic calculus
    • Cambridge University Press, Cambridge
    • D. Applebaum, Lévy Processes and Stochastic Calculus, Cambridge Studies in Advanced Mathematics 93, Cambridge University Press, Cambridge, 2004
    • (2004) Cambridge Studies in Advanced Mathematics , vol.93
    • Applebaum, D.1
  • 5
    • 0042207536 scopus 로고    scopus 로고
    • Malliavin calculus for parabolic SPDEs with jumps
    • N. Fournier, Malliavin calculus for parabolic SPDEs with jumps, Probab. Theory Related Fields 87 (2000), 115-147
    • (2000) Probab. Theory Related Fields , vol.87 , pp. 115-147
    • Fournier, N.1
  • 6
    • 0020199364 scopus 로고
    • On stochastic equations with respect to semimartingales III
    • I. Gyöngy, On stochastic equations with respect to semimartingales III, Stochastics 7 (1982), no. 4, 231-254
    • (1982) Stochastics , vol.7 , Issue.4 , pp. 231-254
    • Gyöngy, I.1
  • 7
    • 3242781023 scopus 로고    scopus 로고
    • On stochastic partial differential equations with variable coefficients in C1 domains
    • K. Kim, On stochastic partial differential equations with variable coefficients in C1 domains, Stochastic Process Appl. 112 (2004), no. 2, 261-283
    • (2004) Stochastic Process Appl. , vol.112 , Issue.2 , pp. 261-283
    • Kim, K.1
  • 8
    • 3142742366 scopus 로고    scopus 로고
    • On SPDEs with variable coefficients in one space dimension
    • K. Kim and N.V. Krylov, On SPDEs with variable coefficients in one space dimension, Potential Anal. 21 (2004), no. 3, 203-239.
    • (2004) Potential Anal. , vol.21 , Issue.3 , pp. 203-239
    • Kim, K.1    Krylov, N.V.2
  • 9
    • 0001646937 scopus 로고    scopus 로고
    • An analytic approach to SPDE's
    • edited by R. A. Carmona and B. Rozovskii, Mathematical Surveys and Monographs, American Mathematical Society, Providence
    • N.V. Krylov, An analytic approach to SPDE's, in: Stochastic Partial Differential Equations: Six Perspectives, edited by R. A. Carmona and B. Rozovskii, Mathematical Surveys and Monographs 64, American Mathematical Society, Providence (1999), 185-242
    • (1999) Stochastic Partial Differential Equations: Six Perspectives , vol.64 , pp. 185-242
    • Krylov, N.V.1
  • 10
    • 0003529575 scopus 로고    scopus 로고
    • Introduction to the theory of random processes
    • American Mathematical Society, Providence
    • N.V. Krylov, Introduction to the Theory of Random Processes, Graduate Studies in Mathematics 43, American Mathematical Society, Providence, 2002
    • (2002) Graduate Studies in Mathematics , vol.43
    • Krylov, N.V.1
  • 11
    • 0033233494 scopus 로고    scopus 로고
    • A Sobolev space theory of SPDEs with constant coefficients in a half space
    • N.V. Krylov and S.V. Lototsky, A Sobolev space theory of SPDEs with constant coefficients in a half space, SIAM J. Math. Anal. 31 (1999), no. 1, 19-33
    • (1999) SIAM J. Math. Anal. , vol.31 , Issue.1 , pp. 19-33
    • Krylov, N.V.1    Lototsky, S.V.2
  • 12
    • 0032622914 scopus 로고    scopus 로고
    • A Sobolev space theory of SPDEs with constant coefficients on a half line
    • N.V. Krylov and S.V. Lototsky, A Sobolev space theory of SPDEs with constant coefficients on a half line, SIAM J. Math. Anal. 30 (1999), no. 2, 298-325
    • (1999) SIAM J. Math. Anal. , vol.30 , Issue.2 , pp. 298-325
    • Krylov, N.V.1    Lototsky, S.V.2
  • 13
    • 0038673502 scopus 로고    scopus 로고
    • Dirichlet problem for stochastic parabolic equations in smooth domains
    • S.V. Lototsky, Dirichlet problem for stochastic parabolic equations in smooth domains, Stochastics Stochastics Rep. 68 (1999), no. 1-2, 145-175
    • (1999) Stochastics Stochastics Rep. , vol.68 , Issue.1-2 , pp. 145-175
    • Lototsky, S.V.1
  • 14
    • 0003373043 scopus 로고    scopus 로고
    • The heat equation with Levy noise
    • C. Mueller, The heat equation with Levy noise, Stochastic Process Appl. 74 (1998), 67-82
    • (1998) Stochastic Process Appl. , vol.74 , pp. 67-82
    • Mueller, C.1
  • 15
    • 54049104172 scopus 로고    scopus 로고
    • Stochastic partial differential equations with lévy noise
    • Cambridge University Press, Cambridge
    • S. Peszat and J. Zabczyk, Stochastic Partial Differential Equations with Lévy Noise, Encyclopedia of Mathematics and Its Applications 113, Cambridge University Press, Cambridge, 2007
    • (2007) Encyclopedia of Mathematics and Its Applications , vol.113
    • Peszat, S.1    Zabczyk, J.2
  • 17
    • 33847746285 scopus 로고    scopus 로고
    • Stochastic evolution equations of jumps type: Existence, uniqueness and large deviation principle
    • M. Röckner and T. S. Zhang, Stochastic evolution equations of jumps type: Existence, uniqueness and large deviation principle, Potential Anal. 26 (2007), 255-279
    • (2007) Potential Anal. , vol.26 , pp. 255-279
    • Röckner, M.1    Zhang, T.S.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.