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Variational solutions of stochastic partial differential equations with cylindrical Lévy noise

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Number of pages20
JournalDiscrete and continuous dynamical systems-Series b
Accepted/In press24 Apr 2020

Bibliographical note

AMS 2010 Subject Classification: 60H15, 60G51, 60G20, 28A35


King's Authors


In this article, the existence of a unique solution in the variational approach of the stochastic evolution equation
$$\dX(t) = F(X(t)) \dt + G(X(t)) \dL(t)$$
driven by a cylindrical Lévy process L is established. The coefficients F and G are assumed to satisfy the usual monotonicity and coercivity conditions. The noise is modelled by a cylindrical Lévy processes which is assumed to belong to a certain subclass of cylindrical Lévy processes and may not have finite moments.

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