Quarterly of Applied Mathematics

Quarterly of Applied Mathematics

Online ISSN 1552-4485; Print ISSN 0033-569X

   
 
 

 

Stochastic partial differential equations driven by multi-parameter white noise of Lévy processes


Author: Bernt Øksendal
Journal: Quart. Appl. Math. 66 (2008), 521-537
MSC (2000): Primary 60H15, 60H40; Secondary 60G51, 60G57, 60G60, 35R60
DOI: https://doi.org/10.1090/S0033-569X-08-01090-5
Published electronically: July 3, 2008
MathSciNet review: 2445527
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Abstract | References | Similar Articles | Additional Information

Abstract: We give a short introduction to the white noise theory for multiparameter Lévy processes and its application to stochastic partial differential equations driven by such processes. Examples include temperature distribution with a Lévy white noise heat source, and heat propagation with a multiplicative Lévy white noise heat source.


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Additional Information

Bernt Øksendal
Affiliation: Center of Mathematics for Applications (CMA), Department of Mathematics, University of Oslo, P. O. Box 1053 Blindern, N–0316 Oslo, Norway, Norwegian School of Economics and Business Administration (NHH), N–5014 Bergen, Norway
Email: oksendal@math.uio.no

DOI: https://doi.org/10.1090/S0033-569X-08-01090-5
Received by editor(s): May 15, 2007
Published electronically: July 3, 2008
Additional Notes: I want to thank Yaozhong Hu and Jiang Lun Wu for valuable communications.
Article copyright: © Copyright 2008 Brown University
The copyright for this article reverts to public domain 28 years after publication.

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