Stochastic heat equations driven by L\'evy processes
Analysis of PDEs
2012-05-23 v1
Abstract
We study stochastic heat equations driven by a class of L\'evy processes: du = \De u dt + g dX_t \quad in \quad \bR^d_T, \qquad u(0,x)= 0 \quad in \quad x \in \bR^d. We prove the corresponding estimate for and .
Keywords
Cite
@article{arxiv.1205.4812,
title = {Stochastic heat equations driven by L\'evy processes},
author = {Tongkeun Chang and Minsuk Yang},
journal= {arXiv preprint arXiv:1205.4812},
year = {2012}
}