scholarly journals An Lp-theory for stochastic partial differential equations driven by Lévy processes with pseudo-differential operators of arbitrary order

2016 ◽  
Vol 126 (9) ◽  
pp. 2761-2786 ◽  
Author(s):  
Ildoo Kim ◽  
Kyeong-Hun Kim
Keyword(s):  
Partial Differential Equations ◽  
Differential Equations ◽  
Stochastic Partial Differential Equations ◽  
Lévy Processes ◽  
Differential Operators ◽  
Arbitrary Order ◽  
Levy Processes ◽  
Partial Differential ◽  
Pseudo Differential Operators ◽  
Lp Theory

scholarly journals Existence of affine realizations for stochastic partial differential equations driven by Lévy processes

2015 ◽  
Vol 471 (2178) ◽  
pp. 20150104 ◽  
Author(s):  
Stefan Tappe
Keyword(s):  
Differential Equation ◽  
Partial Differential Equation ◽  
Partial Differential Equations ◽  
Differential Equations ◽  
Stochastic Partial Differential Equations ◽  
Lévy Processes ◽  
Stochastic Partial Differential Equation ◽  
Levy Processes ◽  
Natural Sciences ◽  
Partial Differential

The goal of this paper is to clarify when a semilinear stochastic partial differential equation driven by Lévy processes admits an affine realization. Our results are accompanied by several examples arising in natural sciences and economics.

Sign in / Sign up

Export Citation Format

Share Document