Work

Existence, Uniqueness and Regularity of Parabolic SPDEs Driven by Poisson Random Measure

Year: 2005

Type: article

Abstract: In this paper we investigate SPDEs in certain Banach spaces driven by a Poisson random measure. We show existence and uniqueness of the solution, investigate certain integrability properties and verify the cadlag property.

Source: Electronic Journal of Probability

DOI: 10.1214/ejp.v10-297

Author: Erika Hausenblas

Institution: University of Salzburg

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: gold

Estimated APC paid: $675

Funder: Austrian Science Fund

Awards: Approximation of Stochastic Partial Differential Equations, G4902607676

OpenAlex ID: W2092544992

FWCI: 10.82

Cites: 47

Cited by: 66

Related to: 10