Stochastic heat equations driven by Lévy processes

2012/05/22 by Tongkeun Chang, Chang, Tongkeun, Minsuk Yang +1
Computer Science · Economics, Econometrics and Finance · Mathematics · #Advanced Mathematical Modeling in Engineering #Analysis of PDEs (math.AP) #FOS: Mathematics #Nonlinear Partial Differential Equations #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.1205.4812

openalex publication_date 2012/05/22 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We study stochastic heat equations driven by a class of Lévy processes: du = \De u dt + g dX_t in \bR^d_T, u(0,x)= 0 in x ∈ \bR^d. We prove the corresponding estimate \normu_\bHp^k(\RT) ≤ c(p,T) \normg_{\bBp^k-\frac2p(\RT)} for 2≤ p

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