Lévy-driven Volterra equations in space and time

DOI10.1007/s10959-015-0662-4zbMath1386.60179arXiv1407.8092OpenAlexW3100790831MaRDI QIDQ2412515

Carsten Chong

Publication date: 23 October 2017

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.8092

zbMATH Keywords

asymptotic stabilitystochastic heat equationinfinite delaystochastic Volterra equationstationary solutionstochastic partial differential equationmoving averageLévy white noiseLévy basisambit processesspace-time processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Random fields (60G60) Stationary stochastic processes (60G10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random measures (60G57) Stochastic integral equations (60H20)

Related Items

Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations, Volterra-type Ornstein-Uhlenbeck processes in space and time, Impulsive stochastic Volterra integral equations driven by Lévy noise, 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, Normal approximation of the solution to the stochastic heat equation with Lévy noise, Unnamed Item, Stochastic integration with respect to cylindrical Lévy processes by \(p\)-summing operators, Time fractional stochastic differential equations driven by pure jump Lévy noise, Intermittency for the stochastic heat equation with Lévy noise, Path properties of the solution to the stochastic heat equation with Lévy noise, Extremes of the stochastic heat equation with additive Lévy noise

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