A Sobolev space theory for parabolic stochastic PDEs driven by Lévy processes on C1-domains
Year of publication: |
2014
|
---|---|
Authors: | Kim, Kyeong-Hun |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 124.2014, 1, p. 440-474
|
Publisher: |
Elsevier |
Subject: | Stochastic partial differential equations | Lévy processes | Sobolev spaces | Lp-theory |
-
Kim, Kyeong-Hun, (2012)
-
Constrained general regression in pseudo-Sobolev spaces with application to option pricing
Hlávka, Zdeněk, (2006)
-
Well-posedness of KdV with higher dispersion
Gorsky, Jennifer, (2009)
- More ...
-
Fractional time stochastic partial differential equations
Chen, Zhen-Qing, (2015)
-
A note on Wpγ-theory of linear stochastic parabolic partial differential systems
Kim, Kyeong-Hun, (2013)
-
Sobolev space theory of SPDEs with continuous or measurable leading coefficients
Kim, Kyeong-Hun, (2009)
- More ...