First-order linear Marcus SPDEs

DOI10.1142/s0219493723500545zbMath1527.35514arXiv2303.00674MaRDI QIDQ6060961

Ilya Pavlyukevitch, Lena-Susanne Hartmann

Publication date: 30 November 2023

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2303.00674

zbMATH Keywords

transport equationstochastic characteristicslinear first-order partial differential equationcanonical (Marcus integral) SDE

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Initial value problems for linear first-order PDEs (35F10)

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