An L²-theory on SPDE driven by Lévy processes

2010/07/22 by Zhen-Qing Chen, Chen, Zhen-Qing, Kyeong-Hun Kim +1
Computer Science · Economics, Econometrics and Finance · Mathematics · #Advanced Mathematical Modeling in Engineering #Analysis of PDEs (math.AP) #FOS: Mathematics #Nonlinear Differential Equations Analysis #Probability (math.PR) #Stochastic processes and financial applications #math.AP #math.PR

paper · pdf · doi:10.48550/arxiv.1007.4024

arxiv created 2010/07/22 · openalex publication_date 2010/07/22 · arxiv updated 2010/07/26 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In this paper we develop an L₂-theory for stochastic partial differential equations driven by Lévy processes. The coefficients of the equations are random functions depending on time and space variables, and no smoothness assumption of the coefficients is assumed.

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