Itô’s formula for jump processes in Lp-spaces
نویسندگان
چکیده
We present an Itô formula for the Lp-norm of jump processes having stochastic differentials in Lp-spaces. The main results extend well-known theorems Krylov to case with jumps, which can be used prove existence and uniqueness Lp-spaces SPDEs driven by Lévy processes.
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2021
ISSN: ['1879-209X', '0304-4149']
DOI: https://doi.org/10.1016/j.spa.2020.10.001