Abstract
We prove existence and uniqueness of a mild solution of a stochastic evolution equation driven by a standard α-stable cylindrical Lévy process defined on a Hilbert space for α ∈ (1,2). The coefficients are assumed to map between certain domains of fractional powers of the generator present in the equation. The solution is constructed as a weak limit of the Picard iteration using tightness arguments. Existence of strong solution is obtained by a general version of the Yamada--Watanabe theorem.
Original language | English |
---|---|
Number of pages | 37 |
Journal | Stochastic Processes and Their Applications |
Publication status | Accepted/In press - 26 Oct 2021 |