The heat equation with Lévy noise
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Publication:1805744
DOI10.1016/S0304-4149(97)00120-8zbMath0934.60056OpenAlexW2209059851MaRDI QIDQ1805744
Publication date: 18 November 1999
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4149(97)00120-8
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)
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Cites Work
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- Long time existence for the heat equation with a noise term
- On Itô stochastic integration with respect to p-stable motion: Inner clock, integrability of sample paths, double and multiple integrals
- Stochastic partial differential equations for some measure-valued diffusions
- A limit theorem of branching processes and continuous state branching processes
- Continuous state branching processes
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