The Itô integral for a certain class of Lévy processes and its application to stochastic partial differential equations

zbMATH Open1331.60120MaRDI QIDQ2790540

Erika Hausenblas

Publication date: 4 March 2016

Published in: Communications on Stochastic Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random measures (60G57)

Related Items (3)

Ito’s formula and Levy’s Laplacian II ⋮ On the representation of certain classes of stochastic Itô integrals in the form of pathwise Lebesgue integrals ⋮ Itô's formula for finite variation Lévy processes: the case of non-smooth functions

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