TY  - THES
AB  - In this thesis, we study two classes of stochastic differential equations (SDEs in short) with jump noise in weighted L² spaces over $\mathbb{R}^d$. More precisely, the first class of SDEs is a jump-diffusion model in the sense of Merton, i.e. the SDE is driven by a Wiener noise and a Poisson noise. The second class consists of SDE's with Levy noise. 
We show existence of mild solutions and establish 
their regularity properties in the case of a drift term
consisting of a nonautonomous linear (differential) operator and a non-Lipschitz Nemitskii-type operator.
DA  - 2012
LA  - eng
PY  - 2012
TI  - Stochastic evolution equations in weighted L² spaces with jump noise
UR  - https://nbn-resolving.org/urn:nbn:de:hbz:361-24923862
Y2  - 2024-11-22T03:54:37
ER  -