Second order elliptic partial differential equations driven by L 'evy\n white noise

2021/02/11 by David Berger, Berger, David, Farid Sh. Mohamed +1 · 1 citation
Computer Science · Economics, Econometrics and Finance · Engineering · #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Probability (math.PR) #Stability and Controllability of Differential Equations #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.2102.06110

openalex publication_date 2021/02/11 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

This paper deals with linear stochastic partial differential equations with\nvariable coefficients driven by L 'evy white noise. We first derive an\nexistence theorem for integral transforms of L 'evy white noise and prove the\nexistence of generalized and mild solutions of second order elliptic partial\ndifferential equations. Furthermore, we discuss the generalized electric\nSchr "odinger operator for different potential functions V.\n

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