Article ID Journal Published Year Pages File Type
1155399 Stochastic Processes and their Applications 2016 26 Pages PDF
Abstract

In this article we present uniqueness, existence, and LpLp-estimates of the quasilinear stochastic partial differential equations driven by Lévy processes of the type equation(0.1)du=(Lu+F(u))dt+Gk(u)dZtk, where LL is a pseudo-differential operator and ZkZk are independent Lévy processes (k=1,2,⋯)(k=1,2,⋯). The operator LL is random and may depend also on time and space variables. In particular, our results include an LpLp-theory of 2m2m-order SPDEs with coefficients measurable in (ω,t)(ω,t) and continuous in xx.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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