Stochastic Partial Differential Equations with Lévy Noise (a Few Aspects)

DOI10.1007/978-3-0348-0909-2_12zbMath1333.60142OpenAlexW2336689753MaRDI QIDQ5743947

Szymon Peszat

Publication date: 9 February 2016

Published in: Stochastic Analysis: A Series of Lectures (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-0348-0909-2_12

zbMATH Keywords

Lévy processesstochastic partial differential equationstransition semigroupPoisson random measure

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random measures (60G57) PDEs with randomness, stochastic partial differential equations (35R60) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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