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

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 - 2012 Nov

Bibliographical note

Funding Information:
Acknowledgements This work was supported by National Science Foundation of US (Grant No. DMS-0906743) and the National Research Foundation of Korea (Grant No. 20110027230).

Keywords

Lévy processes
stochastic parabolic partial differential equations

ASJC Scopus subject areas

General Mathematics

Access to Document

10.1007/s11425-012-4513-9

Cite this

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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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