Stochastic evolution equations driven by cylindrical stable noise
Probability
2021-08-05 v1
Abstract
We prove existence and uniqueness of a mild solution of a stochastic evolution equation driven by a standard -stable cylindrical L\'evy process defined on a Hilbert space for . The coefficients are assumed to map between certain domains of fractional powers of the generator present in the equation. The solution is constructed as a weak limit of the Picard iteration using tightness arguments. Existence of strong solution is obtained by a general version of the Yamada--Watanabe theorem.
Keywords
Cite
@article{arxiv.2108.01746,
title = {Stochastic evolution equations driven by cylindrical stable noise},
author = {Tomasz Kosmala and Markus Riedle},
journal= {arXiv preprint arXiv:2108.01746},
year = {2021}
}