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

Author(s): Bernt Øksendal
Journal: Quart. Appl. Math. 66 (2008), 521-537.
MSC (2000): Primary 60H15, 60H40; Secondary 60G51, 60G57, 60G60, 35R60
Posted: July 3, 2008
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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

PII: S0033-569X-08-01090-5
Received by editor(s): May 15, 2007
Posted: July 3, 2008
Additional Notes: I want to thank Yaozhong Hu and Jiang Lun Wu for valuable communications.
Copyright of article: Copyright 2008, Brown University
The copyright for this article reverts to public domain after 28 years from publication.


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