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

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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

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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.

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Regularity of stochastic integral equations driven by Poisson random measures

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