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Stochastic Integration and Stochastic PDEs Driven by Jumps on the Dual of a Nuclear Space (1706.01363v1)

Published 5 Jun 2017 in math.PR

Abstract: We develop a novel theory of weak and strong stochastic integration for cylindrical martingale-valued measures taking values in the dual of a nuclear space. This is applied to develop a theory of SPDEs with rather general coefficients. In particular, we can then study SPDEs driven by general L\'{e}vy processes in this context.

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