An $L^p$-theory of non-divergence form SPDEs driven by L\'evy processes

Zhen-Qing Chen; Kyeong-Hun Kim

An $L^p$-theory of non-divergence form SPDEs driven by L\'evy processes

Probability 2010-07-21 v1

Authors: Zhen-Qing Chen , Kyeong-Hun Kim

Abstract

In this paper we present an $L^p$ -theory for the stochastic partial differential equations (SPDEs in abbreciation) driven by L\'e{}vy 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.

Keywords

stochastic partial differential equations Lévy processes Lp theory Sobolev spaces existence and uniqueness non-divergence form

Cite

@article{arxiv.1007.3295,
  title  = {An $L^p$-theory of non-divergence form SPDEs driven by L\'evy processes},
  author = {Zhen-Qing Chen and Kyeong-Hun Kim},
  journal= {arXiv preprint arXiv:1007.3295},
  year   = {2010}
}

Related papers

View all related →