2010/12/07 by Utpal Manna, Manna, Utpal, Manil T. Mohan +1
Economics, Econometrics and Finance · Mathematics · #76D06 #Analysis of PDEs (math.AP) #FOS: Mathematics #Financial Risk and Volatility Modeling #Primary 60H15 #Probability (math.PR) #Secondary 76D03 #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #math.AP #math.PR #msc:60H15 #msc:76D03 #msc:76D06
paper · pdf · doi:10.48550/arxiv.1012.1405
34 pages, submitted for journal publication
arxiv created 2010/12/07 · openalex publication_date 2010/12/07 · arxiv updated 2015/03/17 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
In this work we prove the existence and uniqueness of the strong solution of the shell model of turbulence perturbed by Lévy noise. The local monotonicity arguments have been exploited in the proofs.