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Maximal regularity for stochastic convolutions driven by Lévy processes

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Publication details

JournalProbability Theory and Related Fields
DatePublished - Nov 2009
Issue number3-4
Volume145
Number of pages23
Pages (from-to)615-637
Original languageEnglish

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.

    Research areas

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

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