Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations

DOI10.1080/17442508.2021.2019738zbMath1502.60084arXiv1903.05045OpenAlexW2921558250WikidataQ114098092 ScholiaQ114098092MaRDI QIDQ5056589

Paul Krühner, Nils Detering, Fred Espen Benth

Publication date: 8 December 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.05045

zbMATH Keywords

Hilbert spacestochastic partial differential equationLévy noisestochastic Volterra integral equationlimiting law

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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