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

DOI10.1016/j.jde.2017.02.021zbMath1375.60107arXiv1506.00624OpenAlexW1845195232WikidataQ59593838 ScholiaQ59593838MaRDI QIDQ2400591

Annika Lang, Kristin Kirchner, Stig Larsson

Publication date: 29 August 2017

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1506.00624

zbMATH Keywords

stochastic partial differential equationsmultiplicative Lévy noisespace-time variational problems

Mathematics Subject Classification ID

Abstract parabolic equations (35K90) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (3)

Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions ⋮ Monte Carlo convergence rates for \(k\)th moments in Banach spaces ⋮ Numerical methods for the deterministic second moment equation of parabolic stochastic PDEs

Cites Work

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• An improved error bound for reduced basis approximation of linear parabolic problems
• Stochastic Partial Differential Equations with Levy Noise
• Stochastic Equations in Infinite Dimensions

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