Stochastic partial differential equations driven by multi-parameter white noise of Lévy processes

DOI10.1090/S0033-569X-08-01090-5zbMATH Open1153.60037OpenAlexW2082373013WikidataQ56568109 ScholiaQ56568109MaRDI QIDQ3533904FDOQ3533904

B. Øksendal

Publication date: 24 October 2008

Published in: Quarterly of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: http://www.ams.org/distribution/qam/2008-66-03/S0033-569X-08-01090-5/home.html

Recommendations

• Stochastic partial differential equations driven by Lévy space-time white noise
• Stochastic partial differential equations driven by multiparameter fractional white noise
• Stochastic partial differential equations driven by Lévy space-time white noise.
• A white noise approach to stochastic partial differential equations driven by the fractional Lévy noise
• Differential equations driven by Lévy white noise in spaces of Hilbert space-valued stochastic distributions
• Stochastic partial differential equations with Lévy noise (a few aspects)
• On a stochastic fractional partial differential equation driven by a Lévy space-time white noise
• Stochastic PDEs in \(\mathcal{S}'\) for SDEs driven by Lévy noise
• Stochastic equations with multidimensional drift driven by Levy processes

zbMATH Keywords

white noisestochastic partial differential equationHida calculusLévy white noisemultiparameter Lévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Random fields (60G60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random measures (60G57) PDEs with randomness, stochastic partial differential equations (35R60) White noise theory (60H40)

Cites Work

• Financial Modelling with Jump Processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Applied stochastic control of jump diffusions
• Stochastic partial differential equations driven by Lévy space-time white noise.
• Lévy Processes and Stochastic Calculus
• Title not available (Why is that?)
• Multiple Wiener integral
• White noise analysis for Lévy processes.
• Chaotic and predictable representations for Lévy processes.
• Anticipative calculus for Lévy processes and stochastic differential equations^*
• ON EXPLICIT STRONG SOLUTION OF ITÔ–SDE'S AND THE DONSKER DELTA FUNCTION OF A DIFFUSION
• Title not available (Why is that?)
• On Extended Stochastic Intervals
• White noise of Poisson random measures
• Title not available (Why is that?)
• Infinite dimensional analysis of pure jump Lévy processes on the Poisson space
• THE CAUCHY PROBLEM FOR THE WAVE EQUATION WITH LÉVY NOISE INITIAL DATA
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (12)

• Second order elliptic partial differential equations driven by Lévy white noise
• EXPONENTIAL MIXING FOR SOME SPDEs WITH LÉVY NOISE
• Stochastic partial differential equations driven by Lévy space-time white noise.
• Malliavin differentiability of solutions of SPDEs with Lévy white noise
• SPDEs with \(\alpha\)-stable Lévy noise: a random field approach
• Numerical Methods for SPDEs with Tempered Stable Processes
• Coupling for some partial differential equations driven by white noise
• On extended stochastic integrals with respect to Lévy processes
• Exponential ergodicity and regularity for equations with Lévy noise
• Title not available (Why is that?)
• Infinite-dimensional measure spaces and frame analysis
• Ergodicity of the stochastic real Ginzburg-Landau equation driven by \(\alpha\)-stable noises

This page was built for publication: Stochastic partial differential equations driven by multi-parameter white noise of Lévy processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3533904)