Second order elliptic partial differential equations driven by Lévy white noise

DOI10.15559/21-VMSTA181MaRDI QIDQ2239802zbMATHOpenAlexWikidataFDO

Authors David Berger, Farid Mohamed

Publication date 5 November 2021

Published in Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2102.06110

zbMATH Keywords

stochastic partial differential equationsLévy white noise

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Schrödinger operator, Schrödinger equation (35J10) White noise theory (60H40) Second-order elliptic equations (35J15)

Abstract: This paper deals with linear stochastic partial differential equations with variable coefficients driven by L'{e}vy white noise. We first derive an existence theorem for integral transforms of L'{e}vy white noise and prove the existence of generalized and mild solutions of second order elliptic partial differential equations. Furthermore, we discuss the generalized electric Schr"odinger operator for different potential functions $V$.

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Cited in

(2)

• Covariance structure of parabolic stochastic partial differential equations with multiplicative Lévy noise
• Bilinear stochastic elliptic equations

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