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Workshop

Stochastic evolution equations with Levy noise

  • Jerzy Zabczyk (Polish Academy of Sciences, Warsaw, Poland)
G3 10 (Lecture hall)

Abstract

The lecture will be concerned with stochastic evolution equations with white and coloured Levy noises. It will start from recalling basic facts about stochastic integration with respect to Poissonian random measures. Some old and new existence results will be presented. Asymptotic behaviour of the solutions will be discussed as well. Extended lecture notes on the topic are in preparation, in collaboration with Prof. S. Peszat, and should appear, on the web site of my institute, under Peszat's name. One can also find there a file of our joint paper "Stochastic heat and wave equations driven by an impulsive noise".

Katja Bieling

Max Planck Institute for Mathematics in the Sciences, Leipzig Contact via Mail

Rüdiger Frey

Universität Leipzig

Thorsten Schmidt

Universität Leipzig

Stefan Müller

Max Planck Institute for Mathematics in the Sciences