An L-p-theory for stochastic partial differential equations driven by Levy processes with pseudo-differential operators of arbitrary order
- Authors
- Kim, Ildoo; Kim, Kyeong-Hun
- Issue Date
- 9월-2016
- Publisher
- ELSEVIER SCIENCE BV
- Keywords
- Stochastic partial differential equations driven by Levy processes; L-p-theory; Pseudo-differential operator; High-order operators
- Citation
- STOCHASTIC PROCESSES AND THEIR APPLICATIONS, v.126, no.9, pp.2761 - 2786
- Indexed
- SCIE
SCOPUS
- Journal Title
- STOCHASTIC PROCESSES AND THEIR APPLICATIONS
- Volume
- 126
- Number
- 9
- Start Page
- 2761
- End Page
- 2786
- URI
- https://scholar.korea.ac.kr/handle/2021.sw.korea/87564
- DOI
- 10.1016/j.spa.2016.03.001
- ISSN
- 0304-4149
- Abstract
- In this article we present uniqueness, existence, and L-p-estimates of the quasilinear stochastic partial differential equations driven by Levy processes of the type du = (Lu + F(u))dt + G(k)(u)dZ(t)(k), (0.1) where L is a pseudo-differential operator and Z(k) are independent Levy processes (k = 1, 2, . . .). The operator L is random and may depend also on time and space variables. In particular, our results include an L-p-theory of 2m-order SPDEs with coefficients measurable in (omega, t) and continuous in x. (C) 2016 Elsevier B.V. All rights reserved.
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