Stochastic evolution equations driven by cylindrical stable noise
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Author(s)
Kosmala, Tomasz
Riedle, Markus
Type
Journal Article
Abstract
We prove existence and uniqueness of a mild solution of a stochastic evolution equation driven by a
standard α-stable cylindrical Lévy process defined on a Hilbert space for α ∈ (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.
standard α-stable cylindrical Lévy process defined on a Hilbert space for α ∈ (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.
Date Issued
2022-07-01
Date Acceptance
2022-03-25
Citation
Stochastic Processes and their Applications, 2022, 149, pp.278-307
ISSN
0304-4149
Publisher
Elsevier BV
Start Page
278
End Page
307
Journal / Book Title
Stochastic Processes and their Applications
Volume
149
Copyright Statement
© 2022 The Author(s). Published by Elsevier B.V. This is an open access article under the CC BY-NC-ND license (http://creativecommons.org/licenses/by-nc-nd/4.0/).
Publication Status
Published
Date Publish Online
2022-04-04