English

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 α\alpha-stable cylindrical L\'evy process defined on a Hilbert space for α(1,2)\alpha \in (1,2). 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}
}
R2 v1 2026-06-24T04:48:25.483Z