An L^p-theory of non-divergence form SPDEs driven by Lévy processes

2010/07/19 by Chen, Zhen-Qing, Kim, Kyeong-Hun · 1 citation
#FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1007.3295

Abstract

In this paper we present an L^p-theory for the stochastic partial differential equations (SPDEs in abbreciation) driven by Lévy processes. Existence and uniqueness of solutions in Sobolev spaces are obtained. The coefficients of SPDEs under consideration are random functions depending on time and space variables.

Cited by

• The time fractional stochastic partial differential equations with non-local operator on ℝ^d

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