Parabolic SPDEs driven by Poisson white noise

Stochastic partial differential equations (SPDEs) of parabolic type driven by (pure) Poisson white noise are investigated in this paper. These equations are interpreted as stochastic integral equations of the jump type involving evolution kernels. Existence and uniqueness of the solution is established.

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Year of publication:	1998
Authors:	Albeverio, Sergio ; Wu, Jiang-Lun ; Zhang, Tu-Sheng
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 74.1998, 1, p. 21-36
Publisher:	Elsevier
Keywords:	Parabolic SPDEs Poisson white noise Stochastic integral equations of jump type Existence and uniqueness

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008875686