Integration with respect to Lévy colored noise, with applications to SPDEs

DOI10.1080/17442508.2014.956103zbMath1325.60080arXiv1307.8426OpenAlexW2106672948MaRDI QIDQ5265790

Raluca M. Balan

Publication date: 29 July 2015

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.8426

zbMATH Keywords

Lévy processesstochastic heat equationstochastic integralsstochastic wave equation

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (4)

Intermittency for the wave equation with Lévy white noise ⋮ Existence and pathwise uniqueness to an SPDE driven by \(\alpha\)-stable colored noise ⋮ Malliavin differentiability of solutions of SPDEs with Lévy white noise ⋮ Path properties of the solution to the stochastic heat equation with Lévy noise

Cites Work

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• Multiparameter processes with stationary increments: spectral representation and integration
• Stochastic integrals for SPDEs: a comparison
• Harmonic analysis of additive Lévy processes
• Spectral representations of infinitely divisible processes
• Linear SPDEs driven by stationary random distributions
• Malliavin Calculus with Applications to Stochastic Partial Differential Equations
• Stochastic Partial Differential Equations with Levy Noise
• Heavy-Tail Phenomena

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