A non-conservation stochastic partial differential equation driven by anisotropic fractional Lévy random field
DOI10.1142/S0219493721500283zbMath1475.60123OpenAlexW3084020651WikidataQ114072607 ScholiaQ114072607MaRDI QIDQ5157734
Publication date: 20 October 2021
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219493721500283
heat equationanisotropic fractional Lévy noiseanisotropic fractional Lévy random fieldnon-conservation stochastic partial differential equation
Processes with independent increments; Lévy processes (60G51) Heat equation (35K05) Generalized stochastic processes (60G20) White noise theory (60H40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stable stochastic processes (60G52)
Cites Work
- Unnamed Item
- Unnamed Item
- On fractional stable processes and sheets: white noise approach
- Fractional Lévy processes on Gel'fand triple and stochastic integration
- Stochastic calculus for convoluted Lévy processes
- A white noise approach to stochastic partial differential equations driven by the fractional Lévy noise
- A unified system of FB-SDEs with Lévy jumps and double completely-\(\mathcal{S}\) skew reflections
- Generalized fractional Lévy random fields on Gel'fand triple: a white noise approach
- Fractional generalized Lévy random fields as white noise functionals
- Fractional Lévy processes with an application to long memory moving average processes
- Mean–variance portfolio selection based on a generalized BNS stochastic volatility model
- Stochastic integration for fractional Levy process and stochastic differential equation driven by fractional Levy noise
- GENERALIZED FRACTIONAL LÉVY PROCESSES: A WHITE NOISE APPROACH
- A General Fractional White Noise Theory And Applications To Finance
- FRACTIONAL LÉVY PROCESSES AND NOISES ON GEL′FAND TRIPLE
- Infinite dimensional analysis of pure jump Lévy processes on the Poisson space
- Stochastic Calculus for Fractional Brownian Motion and Applications
- Fractional Brownian Motions, Fractional Noises and Applications
- Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
This page was built for publication: A non-conservation stochastic partial differential equation driven by anisotropic fractional Lévy random field
