Stochastic partial differential equations driven by Lévy space-time white noise
From MaRDI portal
Publication:2722260
DOI10.1515/rose.2000.8.3.245zbMath0972.60048OpenAlexW1985306637MaRDI QIDQ2722260
Publication date: 11 July 2001
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/rose.2000.8.3.245
parabolic stochastic partial differential equationsevolution kernelLévy space-time white noisestochastic integral equation of jump type
White noise theory (60H40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic integral equations (60H20)
Related Items
Stochastic PDEs with heavy-tailed noise ⋮ A class of Lévy driven SDEs and their explicit invariant measures ⋮ Poincaré inequality for linear SPDE driven by Lévy noise ⋮ Uniqueness problem for SPDEs from population models ⋮ A numerical approximation of parabolic stochastic partial differential equations driven by a Poisson random measure ⋮ Lower bound technique in the theory of a stochastic differential equation ⋮ SPDEs driven by Poisson random measure with non Lipschitz coefficients: existence results ⋮ Stable cylindrical Lévy processes and the stochastic Cauchy problem ⋮ The Stampacchia maximum principle for stochastic partial differential equations forced by Lévy noise ⋮ Lévy-driven Volterra equations in space and time ⋮ Pricing CDO tranches in an intensity based model with the mean reversion approach ⋮ 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 ⋮ The cutoff phenomenon for the stochastic heat and wave equation subject to small Lévy noise ⋮ SPDEs with \(\alpha\)-stable Lévy noise: a random field approach ⋮ Small noise asymptotic expansions for stochastic PDE's driven by dissipative nonlinearity and Lévy noise ⋮ Unnamed Item ⋮ Infinite dimensional Ornstein-Uhlenbeck processes driven by Lévy processes ⋮ SPDEs in infinite dimension with Poisson noise ⋮ Stochastic Convolutions Driven by Martingales: Maximal Inequalities and Exponential Integrability ⋮ Strong solutions for SPDE with locally monotone coefficients driven by Lévy noise ⋮ Modelling Lévy space‐time white noises ⋮ Impulsive Noise Driven One-Dimensional Higher-Order Fractional Partial Differential Equations ⋮ Itô formula for stochastic integrals w.r.t. compensated Poisson random measures on separable Banach spaces