Stochastic partial differential equation driven by stable noise
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- Cylindrical martingale problems associated with Lévy generators
- A boundary local time for one-dimensional super-Brownian motion and applications
- Wave equation with a coloured stable noise
- Modelling Lévy space‐time white noises
- Stochastic PDEs with heavy-tailed noise
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- Regularity of Ornstein-Uhlenbeck processes driven by a Lévy white noise
- Existence of weak solutions to stochastic heat equations driven by truncated \(\alpha\)-stable white noises with non-Lipschitz coefficients
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- The stochastic heat equation with multiplicative Lévy noise: existence, moments, and intermittency
- Global well-posedness of a class of stochastic equations with jumps
- Optimal local Hölder index for density states of superprocesses with \((1+\beta )\)-branching mechanism
- A landscape of peaks: the intermittency islands of the stochastic heat equation with Lévy noise
- Coupled system of second-order stochastic neutral differential inclusions driven by Wiener process and Poisson jumps
- The ergodicity of stochastic partial differential equations with Lévy jump
- Derivative formula and exponential convergence for semilinear SPDEs driven by Lévy processes
- Hyperbolic Anderson model with Lévy white noise: spatial ergodicity and fluctuation
- Stochastic partial differential equation with reflection driven by fractional noises
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