English

Random field solutions to linear SPDEs driven by symmetric pure jump L\'evy space-time white noises

Probability 2018-09-27 v1

Abstract

We study the notions of mild solution and generalized solution to a linear stochastic partial differential equation driven by a pure jump symmetric L\'evy white noise. We identify conditions for existence for these two kinds of solutions, and we identify conditions under which they are essentially equivalent. We establish a necessary condition for the existence of a random field solution to a linear SPDE, and we apply this result to the linear stochastic heat, wave and Poisson equations driven by a symmetric α\alpha-stable noise.

Keywords

Cite

@article{arxiv.1809.09999,
  title  = {Random field solutions to linear SPDEs driven by symmetric pure jump L\'evy space-time white noises},
  author = {Robert C. Dalang and Thomas Humeau},
  journal= {arXiv preprint arXiv:1809.09999},
  year   = {2018}
}

Comments

26 pages