scholarly journals Stochastic partial differential equations driven by multi-parameter white noise of Lévy processes

2008 ◽  
Vol 66 (3) ◽  
pp. 521-537 ◽  
Author(s):  
Bernt Øksendal
Keyword(s):  
Partial Differential Equations ◽  
Differential Equations ◽  
White Noise ◽  
Stochastic Partial Differential Equations ◽  
Lévy Processes ◽  
Levy Processes ◽  
Partial Differential

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.

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