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Variational solutions of stochastic partial differential equations with cylindrical Lévy noise

  • * Corresponding author: Markus Riedle

    * Corresponding author: Markus Riedle
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  • In this article, the existence of a unique solution in the variational approach of the stochastic evolution equation

    $ \, \mathrm{d}X(t) = F(X(t)) \, \mathrm{d}t + G(X(t)) \, \mathrm{d}L(t) $

    driven by a cylindrical Lévy process $ L $ is established. The coefficients $ F $ and $ G $ are assumed to satisfy the usual monotonicity and coercivity conditions. The noise is modelled by a cylindrical Lévy processes which is assumed to belong to a certain subclass of cylindrical Lévy processes and may not have finite moments.

    Mathematics Subject Classification: Primary: 60H15; Secondary: 60G51, 60G20, 28A35.

    Citation:

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