Path properties of the solution to the stochastic heat equation with Lévy noise

DOI10.1007/s40072-018-0124-yzbMath1447.60095arXiv1711.07532OpenAlexW3102417313WikidataQ115375188 ScholiaQ115375188MaRDI QIDQ2328020

Carsten Chong, Thomas Humeau, Robert C. Dalang

Publication date: 9 October 2019

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.07532

zbMATH Keywords

stochastic PDEsLévy noisecàdlàg modificationsample path propertiesstable noise

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sample path properties (60G17) White noise theory (60H40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stable stochastic processes (60G52)

Related Items (8)

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 ⋮ Normal approximation of the solution to the stochastic heat equation with Lévy noise ⋮ Comparison principle for stochastic heat equations driven by \(\alpha \)-stable white noises ⋮ Unnamed Item ⋮ Wavelet analysis of the Besov regularity of Lévy white noise ⋮ Extremes of the stochastic heat equation with additive Lévy noise ⋮ The almost-sure asymptotic behavior of the solution to the stochastic heat equation with Lévy noise

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