Covariance structure of parabolic stochastic partial differential equations with multiplicative Lévy noise (Q2400591): Difference between revisions

In this paper, the authors study the covariance function to solution processes of parabolic stochastic partial differential equations driven by multiplicative Lévy noise. Unless that in this case the covariance function does not fully characterize the solution process it is still of interest. It is proved that the second moment and the covariance of the square-integrable mild solution satisfy deterministic space-time variational problems posed on tensor products of Bochner spaces.