Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise-Reference-Cited by-同舟云学术

Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise

Published:2009-03 Issue:3 Volume:119 Page:835-863
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Albeverio S.,Mandrekar V.,Rüdiger B.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference48 articles.

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2. Infinite-dimensional stochastic differential equations obtained by subordination and related Dirichlet forms;Albeverio;J. Funct. Anal.,2003

3. Parabolic SPDEs driven by Poisson white noise;Albeverio;Stochastic Process. Appl.,1998

4. Lévy Processes and Stochastic Calculus;Applebaum,2004

5. A. Araujo, E. Giné, The Central Limit Theorem for Real and Banach Valued Random Variables, in: Wiley Series in Probability and Mathematical Statistics, New York, Chichester, Brisbane, Toronto, 1980

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