Stochastic partial differential equations driven by multi-parameter white noise of Lévy processes

DOI10.1090/S0033-569X-08-01090-5zbMath1153.60037OpenAlexW2082373013WikidataQ56568109 ScholiaQ56568109MaRDI QIDQ3533904

Bernt Øksendal

Publication date: 24 October 2008

Published in: Quarterly of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: http://www.ams.org/distribution/qam/2008-66-03/S0033-569X-08-01090-5/home.html

zbMATH Keywords

white noisestochastic partial differential equationLévy white noiseHida calculusmultiparameter Lévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Random fields (60G60) White noise theory (60H40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random measures (60G57) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (7)

EXPONENTIAL MIXING FOR SOME SPDEs WITH LÉVY NOISE ⋮ Infinite-dimensional measure spaces and frame analysis ⋮ On extended stochastic integrals with respect to Lévy processes ⋮ SPDEs with \(\alpha\)-stable Lévy noise: a random field approach ⋮ Ergodicity of the stochastic real Ginzburg-Landau equation driven by \(\alpha\)-stable noises ⋮ Exponential ergodicity and regularity for equations with Lévy noise ⋮ Numerical Methods for SPDEs with Tempered Stable Processes

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