Abstract
In this article we present uniqueness, existence, and Lp-estimates of the quasilinear stochastic partial differential equations driven by Lévy processes of the type du=(Lu+F(u))dt+Gk(u)dZtk, where L is a pseudo-differential operator and Zk are independent Lévy processes (k=1,2,⋯). The operator L is random and may depend also on time and space variables. In particular, our results include an Lp-theory of 2m-order SPDEs with coefficients measurable in (ω,t) and continuous in x.
Original language | English |
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Pages (from-to) | 2761-2786 |
Number of pages | 26 |
Journal | Stochastic Processes and their Applications |
Volume | 126 |
Issue number | 9 |
DOIs | |
Publication status | Published - 2016 Sept 1 |
Bibliographical note
Publisher Copyright:© 2016 Elsevier B.V.
Keywords
- High-order operators
- L-theory
- Pseudo-differential operator
- Stochastic partial differential equations driven by Lévy processes
ASJC Scopus subject areas
- Statistics and Probability
- Modelling and Simulation
- Applied Mathematics