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An L-p-theory for non-divergence form SPDEs driven by Levy processes
- Authors
- Chen, Zhen-Qing; Kim, Kyeong-Hun
- Issue Date
- 9월-2014
- Publisher
- WALTER DE GRUYTER GMBH
- Keywords
- Stochastic partial differential equation; Levy process; L-p-theory; Sobolev space; martingale
- Citation
- FORUM MATHEMATICUM, v.26, no.5, pp.1381 - 1411
- Indexed
- SCIE
SCOPUS
- Journal Title
- FORUM MATHEMATICUM
- Volume
- 26
- Number
- 5
- Start Page
- 1381
- End Page
- 1411
- ISSN
- 0933-7741
- Abstract
- In this paper we present an L-p-theory for a class of stochastic partial differential equations (SPDEs in abbreviation) driven by Levy processes. The SPDEs under consideration can have random coefficients that depend both on the time and space variable. Existence and uniqueness of solutions in various Sobolev spaces are obtained. These Sobolev spaces describe the regularity of the solutions of the SPDEs.
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