Stochastic evolution equations driven by cylindrical stable noise

Research output: Contribution to journalArticlepeer-review

70 Downloads (Pure)


We prove existence and uniqueness of a mild solution of a stochastic evolution equation driven by a standard α-stable cylindrical Lévy process defined on a Hilbert space for α ∈ (1,2). The coefficients are assumed to map between certain domains of fractional powers of the generator present in the equation. The solution is constructed as a weak limit of the Picard iteration using tightness arguments. Existence of strong solution is obtained by a general version of the Yamada--Watanabe theorem.
Original languageEnglish
Number of pages37
JournalStochastic Processes and Their Applications
Publication statusAccepted/In press - 26 Oct 2021


Dive into the research topics of 'Stochastic evolution equations driven by cylindrical stable noise'. Together they form a unique fingerprint.

Cite this