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Itô formula and differentials for mild solutions of stochastic partial differential equations with Gaussian and compensated Poisson Lévy noise / Ph.D. thesis of Barun Sarkar. Wuppertal, 25 th May, 2016
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Introduction
The Itô formula for mild solutions
Preliminaries
Existence and uniqueness of the mild solutions
When a mild solution is a strong solution
Main Theorems
Approximating a mild solution by the strong solutions
The Itô formula for mild solutions
Applications
Ichikawa's Itô formula for the mild solutions
Ichikawa's Itô formula
Relating semigroup with the generator of the solution process
[Da Prato, Jentzen, Röckner]'s; mild Itô formula w.r.t. cPrm
Examples
Differentials of SPDEs
Appendix
