Regularity of stochastic integral equations driven by Poisson random measures

Gertrud Desch, Stig–Olof Londen

Type: Article

Publication Date: 2016-11-02

Citations: 4

DOI: https://doi.org/10.1007/s00028-016-0368-9

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Locations

Journal of Evolution Equations - View

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+ PDF Chat	Some Results of Stochastic Differential Equations	2024	Shuai Guo Wei Li Guangying Lv
+	Global solutions to the stochastic Volterra Equation driven by Lévy noise	2016	Mihály Kovács Erika Hausenblas
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Works Cited by This (7)

Action	Title	Year	Authors
+	Maximal Inequalities of the Itô Integral with Respect to Poisson Random Measures or Lévy Processes on Banach Spaces	2010	Erika Hausenblas
+	An L p -theory for stochastic integral equations	2011	Wolfgang Desch Stig–Olof Londen
+ PDF Chat	Maximal regularity for stochastic convolutions driven by Lévy processes	2008	Zdzisław Brzeźniak Erika Hausenblas
+ PDF Chat	Poisson stochastic integration in Banach spaces	2013	Sjoerd Dirksen Jan Maas Jan van Neerven
+	Maximal regularity for stochastic convolutions in $ L^p $ spaces	1998	Giuseppe Da Prato Alessandra Lunardi
+ PDF Chat	Evolutionary Integral Equations and Applications	1993	Pruss Jan
+	Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise	2009	Carlo Marinelli Claudia Prévôt Michael Röckner