Variational solutions of stochastic partial differential equations with\n cylindrical L 'evy noise

2018/07/30 by Tomasz Kosmala, Markus Riedle, Kosmala, Tomasz +1
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Mathematical Biology Tumor Growth #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics

paper · pdf · doi:10.48550/arxiv.1807.11418

openalex publication_date 2018/07/30 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In this article, the existence of a unique solution in the variational\napproach of the stochastic evolution equation
dX(t) = F(X(t))
dt + G(X(t))\n
dL(t) driven by a cylindrical L 'evy process L is established. The\ncoefficients F and G are assumed to satisfy the usual monotonicity and\ncoercivity conditions. The noise is modelled by a cylindrical L 'evy processes\nwhich is assumed to belong to a certain subclass of cylindrical L 'evy\nprocesses and may not have finite moments.\n

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