How to determine the law of the solution to a stochastic partial differential equation driven by a Lévy space-time noise?

DOI10.1063/1.2712916zbMath1137.60332OpenAlexW2034479617WikidataQ115333585 ScholiaQ115333585MaRDI QIDQ3442275

Boubaker Smii, Hanno Gottschalk

Publication date: 16 May 2007

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.2712916

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (4)

A class of Lévy driven SDEs and their explicit invariant measures ⋮ Small noise asymptotic expansions for stochastic PDE's driven by dissipative nonlinearity and Lévy noise ⋮ Asymptotic expansions for SDE's with small multiplicative noise ⋮ Asymptotic expansion of the transition density of the semigroup associated to a SDE driven by Lévy noise

Cites Work

• White noise driven parabolic SPDEs with measurable drift
• Parabolic SPDEs driven by Poisson white noise
• Feynman graph representation of the perturbation series for general functional measures
• CONVOLUTED GENERALIZED WHITE NOISE, SCHWINGER FUNCTIONS AND THEIR ANALYTIC CONTINUATION TO WIGHTMAN FUNCTIONS
• Lévy Processes and Stochastic Calculus
• SYSTEMS OF CLASSICAL PARTICLES IN THE GRAND CANONICAL ENSEMBLE, SCALING LIMITS AND QUANTUM FIELD THEORY

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