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

^*此作品的通讯作者

数学学院

科研成果: 期刊稿件 › 文章 › 同行评审

摘要

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.

源语言	英语
页（从-至）	2233-2246
页数	14
期刊	Science China Mathematics
卷	55
期	11
DOI	https://doi.org/10.1007/s11425-012-4513-9
出版状态	已出版 - 11月 2012

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10.1007/s11425-012-4513-9

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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.",

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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.

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KW - stochastic parabolic partial differential equations

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M3 - Article

AN - SCOPUS:84869114227

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JO - Science China Mathematics

JF - Science China Mathematics

IS - 11

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

摘要

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