Abstract
Existence of weak (martingale) solutions and pathwise uniqueness are established for stochastic evolution equations driven by Lévy processes.
Citation
Zhen-Qing Chen. Tusheng Zhang. "Stochastic evolution equations driven by Lévy processes." Osaka J. Math. 48 (2) 311 - 327, June 2011.
Information
Published: June 2011
First available in Project Euclid: 6 September 2011
zbMATH: 1237.60049
MathSciNet: MR2831975
Subjects:
Primary:
60H15
Secondary:
35R60
,
93E20
Rights: Copyright © 2011 Osaka University and Osaka City University, Departments of Mathematics