Study of a SPDE driven by a Poisson noise

DOI10.1007/S004400050169MaRDI QIDQ1393076zbMATH OpenOpenAlexFDO

Authors Erwan Saint Loubert Bié

Publication date 5 July 2000

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s004400050169

zbMATH Keywords

regularity of solutionsPoissonian noiseexistence and uniqueness of solutionsstochastic parabolic differential equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cited in

(37)

• Integrability conditions for space-time stochastic integrals: theory and applications
• Support theorem for the solution of a white-noise-driven parabolic stochastic partial differential equation with temporal Poissonian jumps
• Malliavin calculus for parabolic SPDEs with jumps.
• Ergodicity of linear SPDE driven by Lévy noise
• Existence, uniqueness and regularity of parabolic SPDEs driven by Poisson random measure
• Stochastic reaction-diffusion equations driven by jump processes
• The stochastic wave equation with fractional noise: a random field approach
• Stochastic fractional partial differential equations driven by Poisson white noise
• The cutoff phenomenon in total variation for nonlinear Langevin systems with small layered stable noise
• Uniqueness problem for SPDEs from population models
• SPDEs in infinite dimension with Poisson noise
• SPDEs driven by Poisson random measure with non Lipschitz coefficients: existence results
• Lévy-driven Volterra equations in space and time
• SPDEs with \(\alpha\)-stable Lévy noise: a random field approach
• Extremes of the stochastic heat equation with additive Lévy noise
• A numerical approximation of parabolic stochastic partial differential equations driven by a Poisson random measure
• The cutoff phenomenon in Wasserstein distance for nonlinear stable Langevin systems with small Lévy noise
• Stochastic wave equation with heavy-tailed noise: uniqueness of solutions and past light-cone property
• Strong averaging along foliated Lévy diffusions with heavy tails on compact leaves
• Intermittency for the wave equation with Lévy white noise
• The solutions of a parabolic stochastic partial differential equation driven by Poisson and time-space white noises
• The 1-d stochastic wave equation driven by a fractional Brownian sheet
• Stochastic integration with respect to cylindrical Lévy processes by \(p\)-summing operators
• Stochastic PDEs with heavy-tailed noise
• Stochastic wave equation with Lévy white noise
• Optimal lower bounds on hitting probabilities for stochastic heat equations in spatial dimension \(k \geq 1\)
• Simulation of stochastic Volterra equations driven by space-time Lévy noise
• Regularity and irregularity of \((1+\beta)\)-stable super-Brownian motion
• The stochastic heat equation with multiplicative Lévy noise: existence, moments, and intermittency
• Optimal local Hölder index for density states of superprocesses with \((1+\beta )\)-branching mechanism
• The almost-sure asymptotic behavior of the solution to the stochastic heat equation with Lévy noise
• Intermittency for the stochastic heat equation with Lévy noise
• Path properties of the solution to the stochastic heat equation with Lévy noise
• A landscape of peaks: the intermittency islands of the stochastic heat equation with Lévy noise
• The continuum directed polymer in Lévy noise
• Derivative formula and exponential convergence for semilinear SPDEs driven by Lévy processes
• Limiting behavior of invariant or periodic measure of Hopfield neural models driven by locally Lipschitz Lévy noise

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