Study of a stochastic partial differential equation driven by Poisson random measures
成果类型：
Article
署名作者：
Bie, ESL
署名单位：
Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Universite Clermont Auvergne (UCA)
刊物名称：
PROBABILITY THEORY AND RELATED FIELDS
ISSN/ISSBN：
0178-8051
发表日期：
1998
页码：
287-321
关键词：
摘要：
We study a Stochastic Partial Differential Equation, of parabolic type, set on IRd, with d is an element of N. This equation is driven by a Poisson random measure, either compensated or not. The first part of this work shows existence and uniqueness of a progressively measurable solution. The technics involved are close to those used to deal with analogous equations driven by a Gaussian noise. The second part gives some criterions on the intensity of the Poisson random measure, in order to ensure some smoothness, either in space or in time, for the solution of this equation.