Maximal regularity for stochastic convolutions driven by Levy noise

TL;DR

This paper extends the maximal regularity results for stochastic convolutions to cases driven by Lévy noise, broadening the applicability of previous theoretical frameworks.

Contribution

It generalizes the existing maximal regularity results to stochastic convolutions driven by Lévy processes, which was not previously established.

Findings

Maximal regularity holds for Lévy-driven stochastic convolutions.

The results extend prior work limited to Wiener noise.

Theoretical framework now includes Lévy noise cases.

Abstract

We show that the result from Da Prato and Lunardi is valid for stochastic convolutions driven by L\'evy processes.