The heat equation with time-independent multiplicative stable Lévy noise

DOI10.1016/j.spa.2005.08.001zbMath1120.60060arXivmath/0504027MaRDI QIDQ2576957

Leonid Mytnik, Aurel I. Stan, Carl E. Mueller

Publication date: 29 December 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0504027

zbMATH Keywords

heat equation; stochastic partial differential equations; Lévy noise

Mathematics Subject Classification ID

35K05: Heat equation

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

Related Items

On a Burgers type nonlinear equation perturbed by a pure jump Lévy noise in \(\mathbb R^d\), SPDEs driven by Poisson random measure with non Lipschitz coefficients: existence results, Optimal local Hölder index for density states of superprocesses with \((1+\beta )\)-branching mechanism, Level sets of the stochastic wave equation driven by a symmetric Lévy noise, Stochastic reaction-diffusion equations driven by jump processes, Wave equation with a coloured stable noise, The 1-d stochastic wave equation driven by a fractional Brownian sheet, SPDEs with \(\alpha\)-stable Lévy noise: a random field approach, Derivative formula and exponential convergence for semilinear SPDEs driven by Lévy processes, Strong solutions for SPDE with locally monotone coefficients driven by Lévy noise

Cites Work

• On Itô stochastic integration with respect to p-stable motion: Inner clock, integrability of sample paths, double and multiple integrals
• Weighted stochastic Sobolev spaces and bilinear SPDEs driven by space-time white noise
• Chaos expansion of heat equations with white noise potentials
• The heat equation with Lévy noise
• Generalized Brownian functionals and the solution to a stochastic partial differential equation
• Stochastic partial differential equation driven by stable noise
• ORTHOGONAL DECOMPOSITIONS FOR LÉVY PROCESSES WITH AN APPLICATION TO THE GAMMA, PASCAL, AND MEIXNER PROCESSES
• Gaussian Hilbert Spaces
• Linear Parabolic Stochastic PDE and Wiener Chaos
• The existence and uniqueness of solutions of nuclear space-valued stochastic differential equations driven by poisson random measures
• Heat equations with fractional white noise potentials
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item