Stochastic evolution equations with Lévy noise in the dual of a nuclear space. (English) Zbl 1540.60085
Summary: In this article we give sufficient and necessary conditions for the existence of a weak and mild solution to stochastic evolution equations with (general) Lévy noise taking values in the dual of a nuclear space. As part of our approach we develop a theory of stochastic integration with respect to a Lévy process taking values in the dual of a nuclear space. We also derive further properties of the solution such as the existence of a solution with square moments, the Markov property and path regularity of the solution. In the final part of the paper we give sufficient conditions for the weak convergence of the solutions to a sequence of stochastic evolution equations with Lévy noises.
MSC:
| 60G51 | Processes with independent increments; Lévy processes |
| 60H15 | Stochastic partial differential equations (aspects of stochastic analysis) |
| 60H05 | Stochastic integrals |
| 60G17 | Sample path properties |
| 60B12 | Limit theorems for vector-valued random variables (infinite-dimensional case) |
Keywords:
Lévy processes; dual of a nuclear space; stochastic integrals; stochastic evolution equations; weak convergenceReferences:
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