Lévy flows and associated stochastic PDEs

DOI10.1214/23-ejp959arXiv2206.14129OpenAlexW4379798342MaRDI QIDQ6165996

Suprio Bhar, Arvind Kumar Nath

Publication date: 2 August 2023

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2206.14129

zbMATH Keywords

Lévy processesstrong solutionHermite-Sobolev space\(\mathcal{S}^{\prime}\) valued process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Existence and uniqueness of solutions for Fokker-Planck equations on Hilbert spaces
• Characterizing Gaussian flows arising from Itô's stochastic differential equations
• Kolmogorov equations for stochastic PDEs.
• Stochastic differential equations of jump type on manifolds and Lévy flows
• Isotropic stochastic flows
• Lévy flows on manifolds and Lévy processes on Lie groups
• Unitary actions of Lévy flows of diffeomorphisms
• Probability representations of solutions to the heat equation
• Differential operators on Hermite Sobolev spaces
• Isotropic Ornstein-Uhlenbeck flows
• Probabilistic representations of solutions of the forward equations
• Multidimensional diffusion processes.
• Stochastic PDEs in \(\mathcal{S}'\) for SDEs driven by Lévy noise
• Partial Differential Equations for Probabilists
• Existence Results for Fokker–Planck Equations in Hilbert Spaces
• Stochastic Differential Equations in Infinite Dimensions
• Uniqueness for Solutions of Fokker–Planck Equations on Infinite Dimensional Spaces
• Flows of stochastic dynamical systems: ergodic theory
• THE MONOTONICITY INEQUALITY FOR LINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
• Lévy Processes and Stochastic Calculus
• A generalized formula of Ito and some other properties of stochastic flows
• Stochastic Flows and Jump-Diffusions
• Stochastic Equations in Infinite Dimensions
• Stochastic Partial Differential Equations with Levy Noise

This page was built for publication: Lévy flows and associated stochastic PDEs