Stochastic PDEs in \(\mathcal{S}'\) for SDEs driven by Lévy noise
DOI10.1515/rose-2020-2041zbMath1457.60063OpenAlexW3086786546WikidataQ114052705 ScholiaQ114052705MaRDI QIDQ2660761
Rajeev Bhaskaran, Barun Sarkar, Suprio Bhar
Publication date: 31 March 2021
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/rose-2020-2041
Lévy processesstrong solutiontranslation invariancemonotonicity inequalityHermite-Sobolev space\(\mathcal{S}'\)-valued process
Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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