Stochastic integration and stochastic PDEs driven by jumps on the dual of a nuclear space

Springer Science and Business Media LLC - Tập 6 - Trang 618-689 - 2018
C. A. Fonseca-Mora1
1Escuela de Matemática, Universidad de Costa Rica, San José, Costa Rica

Tóm tắt

We develop a novel theory of weak and strong stochastic integration for cylindrical martingale-valued measures taking values in the dual of a nuclear space. This is applied to develop a theory of SPDEs with rather general coefficients. In particular, we can then study SPDEs driven by general Lévy processes in this context.

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