Parabolic SPDEs driven by Poisson white noise

被引：100

作者：

Albeverio, S

Wu, JL

Zhang, TS

机构：

[1] Ruhr Univ Bochum, Fak Math, D-44780 Bochum, Germany

[2] SFB 237, Essen, Germany

[3] SFB 237, Bochum, Germany

[4] SFB 237, Dusseldorf, Germany

[5] HSH, Fac Engn, N-5500 Haugesund, Norway

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1998年 / 74卷 / 01期

关键词：

parabolic SPDEs; Poisson white noise; stochastic integral equations of jump type; existence and uniqueness;

D O I：

10.1016/S0304-4149(97)00112-9

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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. (C) 1998 Elsevier Science B.V. All rights reserved.

引用

页码：21 / 36

页数：16

共 11 条

[1]

[Anonymous], REAL COMPLEX ANAL

[2] WHITE-NOISE DRIVEN PARABOLIC SPDES WITH MEASURABLE DRIFT [J].