Stochastic partial differential equation driven by stable noise
From MaRDI portal
Publication:1849302
DOI10.1007/s004400100180zbMath1009.60053OpenAlexW1996154661WikidataQ115388026 ScholiaQ115388026MaRDI QIDQ1849302
Publication date: 1 December 2002
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s004400100180
existenceevolution equationstochastic partial differential equationsmartingale problemstable white noise
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)
Related Items (40)
Stochastic PDEs with heavy-tailed noise ⋮ Existence of weak solutions to SPDEs with fractional Laplacian and non-Lipschitz coefficients ⋮ Stochastic evolution equations driven by cylindrical stable noise ⋮ Regularity of Ornstein-Uhlenbeck processes driven by a Lévy white noise ⋮ Uniqueness problem for SPDEs from population models ⋮ Global well-posedness of a class of stochastic equations with jumps ⋮ Stochastic reaction-diffusion equations driven by jump processes ⋮ The density of the \((\alpha ,d,\beta)\)-superprocess and singular solutions to a fractional non-linear PDE ⋮ A distribution-function-valued SPDE and its applications ⋮ SPDEs driven by Poisson random measure with non Lipschitz coefficients: existence results ⋮ Stable cylindrical Lévy processes and the stochastic Cauchy problem ⋮ Stochastic evolution equations of jump type: Existence, uniqueness and large deviation princi\-ples ⋮ Lévy-driven Volterra equations in space and time ⋮ Integrability conditions for space-time stochastic integrals: theory and applications ⋮ Wave equation with a coloured stable noise ⋮ Weak order for the discretization of the stochastic heat equation driven by impulsive noise ⋮ A boundary local time for one-dimensional super-Brownian motion and applications ⋮ A landscape of peaks: the intermittency islands of the stochastic heat equation with Lévy noise ⋮ The stochastic heat equation with multiplicative Lévy noise: existence, moments, and intermittency ⋮ The ergodicity of stochastic partial differential equations with Lévy jump ⋮ Comparison principle for stochastic heat equations driven by \(\alpha \)-stable white noises ⋮ Martingale solution to equations for differential type fluids of grade two driven by random force of Lévy type ⋮ Stochastic equations of super-Lévy processes with general branching mechanism ⋮ On a Burgers type nonlinear equation perturbed by a pure jump Lévy noise in \(\mathbb R^d\) ⋮ The POD-DEIM reduced-order method for stochastic Allen-Cahn equations with multiplicative noise ⋮ SPDEs with \(\alpha\)-stable Lévy noise: a random field approach ⋮ Unnamed Item ⋮ Regularity and irregularity of \((1+\beta)\)-stable super-Brownian motion ⋮ Derivative formula and exponential convergence for semilinear SPDEs driven by Lévy processes ⋮ Stochastic evolution equations driven by Lévy processes ⋮ Optimal local Hölder index for density states of superprocesses with \((1+\beta )\)-branching mechanism ⋮ Existence and pathwise uniqueness to an SPDE driven by \(\alpha\)-stable colored noise ⋮ Strong solutions for SPDE with locally monotone coefficients driven by Lévy noise ⋮ Modelling Lévy space‐time white noises ⋮ The dimension of the boundary of super-Brownian motion ⋮ Cylindrical martingale problems associated with Lévy generators ⋮ Coupled system of second-order stochastic neutral differential inclusions driven by Wiener process and Poisson jumps ⋮ The heat equation with time-independent multiplicative stable Lévy noise ⋮ On the differential equation satisfied by the random measure density of a jump-type Fleming–Viot process ⋮ Semi-linear backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process
This page was built for publication: Stochastic partial differential equation driven by stable noise
