Second order elliptic partial differential equations driven by Lévy white noise

DOI10.15559/21-VMSTA181zbMATH Open1477.60094arXiv2102.06110OpenAlexW3173596533WikidataQ115235345 ScholiaQ115235345MaRDI QIDQ2239802FDOQ2239802

Authors: David Berger, Farid Mohamed 

Publication date: 5 November 2021

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

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 $V$.

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

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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)

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Cited In (1)

• Bilinear stochastic elliptic equations

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