论文信息 - SPDEs in infinite dimension with Poisson noise

SPDEs in infinite dimension with Poisson noise

In this Note we investigate stochastic partial differential equations in infinite dimension driven by a compensated Poisson random measure. Apart from the existence and uniqueness of mild solutions our main interest is directed towards their regularity w.r.t. the initial datum. Our main result is the first order Frechet differentiability of the mild solution as a mapping from Lq to Hp, the space of predictable p-integrable processes, where q>p⩾2. Higher order Frechet differentiability can be proved similarly. As a consequence we obtain gradient estimates in infinite dimensions for the corresponding resolvents. To cite this article: C. Knoche, C. R. Acad. Sci. Paris, Ser. I 339 (2004).

Claudia Knoche | C. Knoche

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