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Lp-theory 2 Lévy processes 2 Stochastic partial differential equations 2 Fractional Laplacian 1 Lévy noise 1 Sobolev spaces 1 White noise 1
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Undetermined 2
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Article 2
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Kim, Kyeong-Hun 2 Kim, Panki 1
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Stochastic Processes and their Applications 2
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RePEc 2
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A Sobolev space theory for parabolic stochastic PDEs driven by Lévy processes on C1-domains
Kim, Kyeong-Hun - In: Stochastic Processes and their Applications 124 (2014) 1, pp. 440-474
In this paper we study parabolic stochastic partial differential equations (SPDEs) driven by Lévy processes defined on Rd, R+d and bounded C1-domains. The coefficients of the equations are random functions depending on time and space variables. Existence and uniqueness results are proved in...
Persistent link: https://www.econbiz.de/10010719745
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An Lp-theory of a class of stochastic equations with the random fractional Laplacian driven by Lévy processes
Kim, Kyeong-Hun; Kim, Panki - In: Stochastic Processes and their Applications 122 (2012) 12, pp. 3921-3952
In this paper we study some linear and quasi-linear stochastic equations with the random fractional Laplacian operator driven by arbitrary Lévy processes. The driving noise can be space–time in the case of one dimensional spacial variable. We prove uniqueness and existence of such equations...
Persistent link: https://www.econbiz.de/10010580873
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