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Stochastic integration and stochastic PDEs driven by jumps on the dual of a nuclear space
Stochastics and Partial Differential Equations: Analysis and Computations ( IF 1.4 ) Pub Date : 2018-04-25 , DOI: 10.1007/s40072-018-0117-x
C. A. Fonseca-Mora

We develop a novel theory of weak and strong stochastic integration for cylindrical martingale-valued measures taking values in the dual of a nuclear space. This is applied to develop a theory of SPDEs with rather general coefficients. In particular, we can then study SPDEs driven by general Lévy processes in this context.

中文翻译:

由核空间对偶跃迁驱动的随机积分和随机PDE

我们开发了一种新的弱和强随机积分理论,用于对cylindrical值在核空间对偶中的圆柱cylindrical值测量。这被用来发展具有相当一般系数的SPDE的理论。特别是,我们可以在这种情况下研究由一般Lévy流程驱动的SPDE。
更新日期:2018-04-25
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