A comparison of two settings for stochastic integration with respect to Lévy processes in infinite dimensions
From MaRDI portal
Publication:1712809
DOI10.1007/978-3-319-75940-1_14zbMath1403.60043OpenAlexW2801034573MaRDI QIDQ1712809
Sisi Tang, Justin Cyr, Roger M. Temam
Publication date: 31 January 2019
Full work available at URL: https://doi.org/10.1007/978-3-319-75940-1_14
Processes with independent increments; Lévy processes (60G51) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
Related Items (3)
The Stampacchia maximum principle for stochastic partial differential equations forced by Lévy noise ⋮ Review of local and global existence results for stochastic PDEs with Lévy noise ⋮ Nonlinear stochastic parabolic partial differential equations with a monotone operator of the Ladyzenskaya-Smagorinsky type, driven by a Lévy noise
This page was built for publication: A comparison of two settings for stochastic integration with respect to Lévy processes in infinite dimensions
