Maximal regularity for stochastic convolutions driven by L,vy processes

• 成果类型: Article
• 署名作者: Brzezniak, Zdzislaw; Hausenblas, Erika
• 署名单位: University of York - UK; Salzburg University
• 刊物名称: PROBABILITY THEORY AND RELATED FIELDS
• ISSN/ISSBN: 0178-8051
• DOI: 10.1007/s00440-008-0181-7
• 发表日期: 2009
• 页码: 615-637
• 关键词: evolution equations; martingales; SPACES

摘要

We generalize the maximal regularity result from Da Prato and Lunardi (Atti Accad Naz Lincei Cl Sci Fis Mat Natur Rend Lincei (9) Mat Appl 9(1):25-29, 1998) to stochastic convolutions driven by time homogenous Poisson random measures and cylindrical infinite dimensional Wiener processes.