A Sobolev space theory for parabolic stochastic PDEs driven by Lévy processes on C1-domains
| Year of publication: |
2014
|
|---|---|
| Authors: | Kim, Kyeong-Hun |
| Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 124.2014, 1, p. 440-474
|
| Publisher: |
Elsevier |
| Subject: | Stochastic partial differential equations | Lévy processes | Sobolev spaces | Lp-theory |
-
Kim, Kyeong-Hun, (2012)
-
Constrained general regression in pseudo-Sobolev spaces with application to option pricing
Hlávka, Zdeněk, (2006)
-
Optimal Control in Infinite Horizon Problems: A Sobolev Space Approach
Van, Cuong, (2007)
- More ...
-
Fractional time stochastic partial differential equations
Chen, Zhen-Qing, (2015)
-
Kim, Kyeong-Hun, (2012)
-
Lq(Lp) theory and Hölder estimates for parabolic SPDEs
Kim, Kyeong-Hun, (2004)
- More ...