Variational solutions of stochastic partial differential equations with cylindrical Lévy noise Article Swipe
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Tomasz Kosmala
,
Markus Riedle
·
YOU?
·
· 2020
· Open Access
·
· DOI: https://doi.org/10.3934/dcdsb.2020209
· OA: W2883118003
YOU?
·
· 2020
· Open Access
·
· DOI: https://doi.org/10.3934/dcdsb.2020209
· OA: W2883118003
In this article, the existence of a unique solution in the variational approach of the stochastic evolution equation $$\dX(t) = F(X(t)) \dt + G(X(t)) \dL(t)$$ driven by a cylindrical Lévy process $L$ is established. The coefficients $F$ and $G$ are assumed to satisfy the usual monotonicity and coercivity conditions. The noise is modelled by a cylindrical Lévy processes which is assumed to belong to a certain subclass of cylindrical Lévy processes and may not have finite moments.
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