PARABOLIC SPDES DRIVEN BY POISSON WHITE-NOISE

Authors
ALBEVERIO S WU JL ZHANG TS
Citation
S. Albeverio et al., PARABOLIC SPDES DRIVEN BY POISSON WHITE-NOISE, Stochastic processes and their applications, 74(1), 1998, pp. 21-36
Citations number
11
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Stochastic processes and their applications → ACNP
ISSN journal
03044149
Volume
74
Issue
1
Year of publication
1998
Pages
21 - 36
Database
ISI
SICI code
0304-4149(1998)74:1<21:PSDBPW>2.0.ZU;2-#
Abstract
Stochastic partial differential equations (SPDEs) of parabolic type dr iven by (pure) Poisson white noise are investigated in this paper. The se equations are interpreted as stochastic integral equations of the j ump type involving evolution kernels. Existence and uniqueness of the solution is established. (C) 1998 Elsevier Science B.V. All rights res erved.