Regularity of stochastic integral equations driven by Poisson random measures

G. Desch; Stig-Olof Londen

doi:10.1007/s00028-016-0368-9

Regularity of stochastic integral equations driven by Poisson random measures

G. Desch, Stig-Olof Londen

Department of Mathematics and Systems Analysis

Research output: Contribution to journal › Article › Scientific › peer-review

1 Citation (Scopus)

Abstract

We examine a stochastic integral equation driven by Poisson random measures. The increase or decrease of the regularity of the solution in space and time is examined as a function of the parameters of the kernels. The space regularity is measured in real interpolation spaces. The results generalize maximal regularity results obtained by Brzeźniak and Hausenblas.

Original language	English
Pages (from-to)	263-274
Number of pages	12
Journal	Journal of Evolution Equations
Volume	17
Early online date	2 Nov 2016
DOIs	https://doi.org/10.1007/s00028-016-0368-9
Publication status	Published - 2017
MoE publication type	A1 Journal article-refereed

Access to Document

10.1007/s00028-016-0368-9

Cite this

@article{8fbdb59b38844007bc3a524786031df3,

title = "Regularity of stochastic integral equations driven by Poisson random measures",

abstract = "We examine a stochastic integral equation driven by Poisson random measures. The increase or decrease of the regularity of the solution in space and time is examined as a function of the parameters of the kernels. The space regularity is measured in real interpolation spaces. The results generalize maximal regularity results obtained by Brze{\'z}niak and Hausenblas.",

author = "G. Desch and Stig-Olof Londen",

year = "2017",

doi = "10.1007/s00028-016-0368-9",

language = "English",

volume = "17",

pages = "263--274",

journal = "Journal of Evolution Equations",

issn = "1424-3199",

publisher = "Birkhauser Verlag Basel",

}

TY - JOUR

T1 - Regularity of stochastic integral equations driven by Poisson random measures

AU - Desch, G.

AU - Londen, Stig-Olof

PY - 2017

Y1 - 2017

N2 - We examine a stochastic integral equation driven by Poisson random measures. The increase or decrease of the regularity of the solution in space and time is examined as a function of the parameters of the kernels. The space regularity is measured in real interpolation spaces. The results generalize maximal regularity results obtained by Brzeźniak and Hausenblas.

AB - We examine a stochastic integral equation driven by Poisson random measures. The increase or decrease of the regularity of the solution in space and time is examined as a function of the parameters of the kernels. The space regularity is measured in real interpolation spaces. The results generalize maximal regularity results obtained by Brzeźniak and Hausenblas.

UR - http://www.scopus.com/inward/record.url?scp=84994357545&partnerID=8YFLogxK

U2 - 10.1007/s00028-016-0368-9

DO - 10.1007/s00028-016-0368-9

M3 - Article

AN - SCOPUS:84994357545

VL - 17

SP - 263

EP - 274

JO - Journal of Evolution Equations

JF - Journal of Evolution Equations

SN - 1424-3199

ER -

Regularity of stochastic integral equations driven by Poisson random measures

Abstract

Access to Document

Other files and links

Fingerprint

Cite this