Existence of affine realizations for stochastic partial differential equations driven by Lévy processes

DOI10.1098/rspa.2015.0104zbMath1371.60107arXiv1907.00335OpenAlexW2962693832MaRDI QIDQ5362432

Stefan Tappe

Publication date: 29 September 2017

Published in: Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.00335

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (2)

Affine realizations with affine state processes for stochastic partial differential equations ⋮ Invariance of closed convex cones for stochastic partial differential equations

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