Multiparameter L\'evy white noise theory and applications
Probability
2025-10-30 v1
Abstract
We construct a white noise theory and white noise calculus for the (multi-parameter) L\' evy sheet and its compensated Poisson random measures. The theory applies to stochastic partial differential equations subject to L\' evy noise.
Cite
@article{arxiv.2510.25525,
title = {Multiparameter L\'evy white noise theory and applications},
author = {Olfa Draouil and Rahma Yasmina Moulay Hachemi and Bernt Øksendal},
journal= {arXiv preprint arXiv:2510.25525},
year = {2025}
}