Stochastic Integration and Stochastic PDEs Driven by Jumps on the Dual of a Nuclear Space
Probability
2019-02-12 v1
Abstract
We develop a novel theory of weak and strong stochastic integration for cylindrical martingale-valued measures taking values in the dual of a nuclear space. This is applied to develop a theory of SPDEs with rather general coefficients. In particular, we can then study SPDEs driven by general L\'{e}vy processes in this context.
Keywords
Cite
@article{arxiv.1706.01363,
title = {Stochastic Integration and Stochastic PDEs Driven by Jumps on the Dual of a Nuclear Space},
author = {C. A. Fonseca-Mora},
journal= {arXiv preprint arXiv:1706.01363},
year = {2019}
}