An $L^p$-theory of non-divergence form SPDEs driven by L\'evy processes

Zhen-Qing Chen; Kyeong-Hun Kim

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arXiv · 1007.3295

An $L^p$-theory of non-divergence form SPDEs driven by L\'evy processes

Zhen-Qing Chen·Kyeong-Hun Kim

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Abstract

In this paper we present an $L^p$-theory for the stochastic partial differential equations (SPDEs in abbreciation) driven by L\'e{}vy processes. Existence and uniqueness of solutions in Sobolev spaces are obtained. The coefficients of SPDEs under consideration are random functions depending on time and space variables.

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Zhen-Qing Chen, Kyeong-Hun Kim. 2010-07-19. An $L^p$-theory of non-divergence form SPDEs driven by L\'evy processes. https://arxiv.org/abs/1007.3295

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