Stochastic Integration and Stochastic PDEs Driven by Jumps on the Dual of a Nuclear Space
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.
math.PR↗