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

Zhen Qing Chen, Kyeong Hun Kim

Research output: Contribution to journalArticle

3 Citations (Scopus)

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.

Original languageEnglish
Pages (from-to)1381-1411
Number of pages31
JournalForum Mathematicum
Volume26
Issue number5
DOIs
Publication statusPublished - 2014 Sep 1

Fingerprint

Sobolev spaces
Sobolev Spaces
Abbreviation
Random Coefficients
Stochastic Partial Differential Equations
Existence and Uniqueness of Solutions
Partial differential equations
Regularity
Form
Class

Keywords

  • L-theory
  • Lévy process
  • Martingale
  • Sobolev space
  • Stochastic partial differential equation

ASJC Scopus subject areas

  • Mathematics(all)
  • Applied Mathematics

Cite this

An Lp-theory for non-divergence form SPDEs driven by Lévy processes. / Chen, Zhen Qing; Kim, Kyeong Hun.

In: Forum Mathematicum, Vol. 26, No. 5, 01.09.2014, p. 1381-1411.

Research output: Contribution to journalArticle

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