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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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).
- Lévy processes
- stochastic parabolic partial differential equations
ASJC Scopus subject areas
- General Mathematics