A study of SPDEs w.r.t. compensated Poisson random measures and related topics
This thesis consists of two parts. In the first part, we define stochastic integrals w.r.t. the compensated Poisson random measures in a martingale type p, 1 ≤ p ≤ 2 Banach space and establish a certain continuity, in substitution of the Ita isometry property, for the stochastic integrals .. A versi...
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University of York
2010
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.583246 |