scientific article; zbMATH DE number 1341726
An outline of the white noise approach to stochastic differential and partial differential equations driven by both Wiener and Poisson processes is provided [cf. the monograph ``Stochastic partial differential equations (1996; Zbl 0860.60045), written by the authors jointly with \textit{J. Ubøe} and \textit{T. Zhang}, for a systematic account of the white noise theory of stochastic PDE's]. First, the Gaussian and Poissonian white noise theories are reviewed in a condensed form, including \textit{F. E. Benth} and \textit{J. Gjerde}'s result [Potential Anal. 8, No. 2, 179-193 (1998; Zbl 0926.60048)] on unitary equivalence between solutions to (Wick-type) Gaussian and Poissonian stochastic partial differential equations. Further, equations driven by a combined Gaussian-Poissonian white noise are discussed and several illustrative examples are given. For the entire collection see [Zbl 0918.00026].
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