Maximal regularity for stochastic convolutions driven by Lévy processes

Zdzislaw Brzezniak; Erika Hausenblas

doi:10.1007/s00440-008-0181-7

Maximal regularity for stochastic convolutions driven by Lévy processes

Zdzislaw Brzezniak, Erika Hausenblas

Mathematics

Research output: Contribution to journal › Article › peer-review

Abstract

We generalize the maximal regularity result from Da Prato and Lunardi (Atti Accad Naz Lincei Cl Sci Fis Mat Natur Rend Lincei (9) Mat Appl 9(1):25-29, 1998) to stochastic convolutions driven by time homogenous Poisson random measures and cylindrical infinite dimensional Wiener processes.

Original language	English
Pages (from-to)	615-637
Number of pages	23
Journal	Probability Theory and Related Fields
Volume	145
Issue number	3-4
DOIs	https://doi.org/10.1007/s00440-008-0181-7
Publication status	Published - Nov 2009

Keywords

Stochastic convolution
Time homogeneous Poisson random measure and maximal regularity
Martingale type p Banach spaces
BANACH-SPACES
EVOLUTION EQUATIONS
MARTINGALES

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10.1007/s00440-008-0181-7

http://www.springerlink.com/content/yp74377j6h4w5175/

Cite this

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abstract = "We generalize the maximal regularity result from Da Prato and Lunardi (Atti Accad Naz Lincei Cl Sci Fis Mat Natur Rend Lincei (9) Mat Appl 9(1):25-29, 1998) to stochastic convolutions driven by time homogenous Poisson random measures and cylindrical infinite dimensional Wiener processes.",

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AB - We generalize the maximal regularity result from Da Prato and Lunardi (Atti Accad Naz Lincei Cl Sci Fis Mat Natur Rend Lincei (9) Mat Appl 9(1):25-29, 1998) to stochastic convolutions driven by time homogenous Poisson random measures and cylindrical infinite dimensional Wiener processes.

KW - Stochastic convolution

KW - Time homogeneous Poisson random measure and maximal regularity

KW - Martingale type p Banach spaces

KW - BANACH-SPACES

KW - EVOLUTION EQUATIONS

KW - MARTINGALES

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JO - Probability Theory and Related Fields

JF - Probability Theory and Related Fields

SN - 1432-2064

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ER -

Maximal regularity for stochastic convolutions driven by Lévy processes

Abstract

Keywords

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