Maximal regularity for stochastic convolutions driven by Lévy processes

By Zdzisław Brzeźniak, Erika Hausenblas. 2009

90 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/bea392f0fd731e924cc169ef3935dea4c1ef9b18

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. J. V. Neerven
2. Mark Veraar
3. Lutz Weis
4. El.zbieta Motyl
5. Zdzisław Brzeźniak
6. Wei David Liu
7. Jiahui Zhu
8. Tuomas Hytönen

In Management Science and Operations Research

1. El.zbieta Motyl
2. Mark Veraar
3. Lutz Weis
4. J. V. Neerven
5. Wei David Liu

In Mathematical Physics

1. J. V. Neerven
2. Mark Veraar
3. Lutz Weis
4. El.zbieta Motyl
5. Zdzisław Brzeźniak
6. Jiahui Zhu
7. Wei David Liu
8. Tuomas Hytönen

Citations in the corpus

• Stochastic Navier–Stokes Equations Driven by Lévy Noise in Unbounded 3D Domains (2012, methodology): “In fact, we use the result proved in [25] and following easily from the Jakubowski’s version of the Skorokhod Theorem [18] and the version of the Skorokhod Theorem due to Brzeźniak and Hausenblas [6], see Appendix B.”
• Stochastic maximal Lp-regularity (2010, methodology): “For analytic generators −A onM -type 2 spaces E, stochastic maximal L-regularity for p ∈ [2,∞) in the real interpolation spaces DA(θ, p) for θ ∈ [0, 1) was proved by Da Prato and Lunardi [13] (see also [10]); the solution U then belongs to L(0, T ;DA(θ + 1 2 , p)).”
• Strong solutions for SPDE with locally monotone coefficients driven by L\'{e}vy noise (2011, background): “the compensated Poisson random measures, where the proofs of these properties and more detailed discussions can be found in [31] (see also [8, 53, 61]).”