Maximal regularity for stochastic convolutions driven by L,vy processes

被引：49

作者：

Brzezniak, Zdzislaw ^{[1
]}

Hausenblas, Erika ^{[2
]}

机构：

[1] Univ York, Dept Math, York YO10 5DD, N Yorkshire, England

[2] Salzburg Univ, Dept Math, A-5020 Salzburg, Austria

来源：

PROBABILITY THEORY AND RELATED FIELDS | 2009年 / 145卷 / 3-4期

基金：

奥地利科学基金会; 澳大利亚研究理事会;

关键词：

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

D O I：

10.1007/s00440-008-0181-7

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：615 / 637

页数：23

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