On degenerate linear stochastic evolution equations driven by jump processes
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Publication:492948
DOI10.1016/j.spa.2015.05.007zbMath1330.60081arXiv1406.4541OpenAlexW1540628764MaRDI QIDQ492948
James-Michael Leahy, Remigijus Mikulevičius
Publication date: 21 August 2015
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1406.4541
Lévy processesjump processesdegenerate stochastic parabolic PDEsstochastic integro-differential equations\(L^2\) theorydegenerate linear stochastic evolution equations
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