An L2-theory for a class of SPDEs driven by Lévy processes

Zhen Qing Chen; Kyeong Hun Kim

doi:10.1007/s11425-012-4513-9

An L₂-theory for a class of SPDEs driven by Lévy processes

Zhen Qing Chen^*, Kyeong Hun Kim

^*Corresponding author for this work

School of Mathematics and Statistics

Research output: Contribution to journal › Article › peer-review

Abstract

In this paper we present an L₂-theory for a class of stochastic partial differential equations driven by Lévy processes. The coefficients of the equations are random functions depending on time and space variables, and no smoothness assumption of the coefficients is assumed.

Original language	English
Pages (from-to)	2233-2246
Number of pages	14
Journal	Science China Mathematics
Volume	55
Issue number	11
DOIs	https://doi.org/10.1007/s11425-012-4513-9
Publication status	Published - Nov 2012

Keywords

Lévy processes
stochastic parabolic partial differential equations

Access to Document

10.1007/s11425-012-4513-9

Cite this

@article{9b5fb7f67d1b4e1bb81dc7a757346d28,

title = "An L2-theory for a class of SPDEs driven by L{\'e}vy processes",

abstract = "In this paper we present an L2-theory for a class of stochastic partial differential equations driven by L{\'e}vy processes. The coefficients of the equations are random functions depending on time and space variables, and no smoothness assumption of the coefficients is assumed.",

keywords = "L{\'e}vy processes, stochastic parabolic partial differential equations",

author = "Chen, {Zhen Qing} and Kim, {Kyeong Hun}",

year = "2012",

month = nov,

doi = "10.1007/s11425-012-4513-9",

language = "English",

volume = "55",

pages = "2233--2246",

journal = "Science China Mathematics",

issn = "1674-7283",

publisher = "Science Press",

number = "11",

}

TY - JOUR

T1 - An L2-theory for a class of SPDEs driven by Lévy processes

AU - Chen, Zhen Qing

AU - Kim, Kyeong Hun

PY - 2012/11

Y1 - 2012/11

N2 - In this paper we present an L2-theory for a class of stochastic partial differential equations driven by Lévy processes. The coefficients of the equations are random functions depending on time and space variables, and no smoothness assumption of the coefficients is assumed.

AB - In this paper we present an L2-theory for a class of stochastic partial differential equations driven by Lévy processes. The coefficients of the equations are random functions depending on time and space variables, and no smoothness assumption of the coefficients is assumed.

KW - Lévy processes

KW - stochastic parabolic partial differential equations

UR - http://www.scopus.com/inward/record.url?scp=84869114227&partnerID=8YFLogxK

U2 - 10.1007/s11425-012-4513-9

DO - 10.1007/s11425-012-4513-9

M3 - Article

AN - SCOPUS:84869114227

SN - 1674-7283

VL - 55

SP - 2233

EP - 2246

JO - Science China Mathematics

JF - Science China Mathematics

IS - 11

ER -

An L₂-theory for a class of SPDEs driven by Lévy processes

Abstract

Keywords

Access to Document

Other files and links

Fingerprint

Cite this