SPDEs with \(\alpha\)-stable Lévy noise: a random field approach

DOI10.1155/2014/793275zbMath1296.60162arXiv1303.5978OpenAlexW2057961917WikidataQ59047054 ScholiaQ59047054MaRDI QIDQ2444219

Raluca M. Balan

Publication date: 9 April 2014

Published in: International Journal of Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1303.5978

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items

Stochastic PDEs with heavy-tailed noise, Stochastic evolution equations driven by cylindrical stable noise, Stable cylindrical Lévy processes and the stochastic Cauchy problem, Space-time fractional stochastic partial differential equations with Lévy noise, Lévy-driven Volterra equations in space and time, A landscape of peaks: the intermittency islands of the stochastic heat equation with Lévy noise, The stochastic heat equation with multiplicative Lévy noise: existence, moments, and intermittency, Comparison principle for stochastic heat equations driven by \(\alpha \)-stable white noises, Unnamed Item, Modelling Lévy space‐time white noises, Random field solutions to linear SPDEs driven by symmetric pure jump Lévy space-time white noises, Path properties of the solution to the stochastic heat equation with Lévy noise, Extremes of the stochastic heat equation with additive Lévy noise

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Well posedness and asymptotic behavior for stochastic reaction-diffusion equations with multiplicative Poisson noise
• Structural properties of semilinear SPDEs driven by cylindrical stable processes
• Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise
• Spectral representations of infinitely divisible processes
• Study of a SPDE driven by a Poisson noise
• Parabolic SPDEs driven by Poisson white noise
• The heat equation with Lévy noise
• The central limit theorem for stochastic integrals with respect to Levy processes
• Stochastic partial differential equation driven by stable noise
• The heat equation with time-independent multiplicative stable Lévy noise
• On a stochastic partial differential equation with non-local diffusion
• Stochastic partial differential equations driven by Lévy space-time white noise
• Stochastic partial differential equations driven by multi-parameter white noise of Lévy processes
• The existence and uniqueness of solutions of nuclear space-valued stochastic differential equations driven by poisson random measures
• Stochastic Partial Differential Equations with Levy Noise
• Heavy-Tail Phenomena
• Stochastic integral
• On a stochastic integral equation
• Corrections to: Extending the martingale measure stochastic integral with applications to spatially homogeneous s. p. d. e. 's