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In this article, we study the stochastic wave equation on the entire space $\mathbb{R}^d$, driven by a space-time L\'evy white noise with possibly infinite variance (such as the $\alpha$-stable L\'evy noise). In this equation, the noise is…

Probability · Mathematics 2023-03-23 Raluca M. Balan

In this article, we introduce a time-independent version of the L\'evy colored noise considered in Balan (2015) and Balan and Jim\'enez (2026). We study the existence of the solution of a linear stochastic partial differential equation with…

Probability · Mathematics 2026-04-29 Raluca M. Balan , Jinxin Wang

In this article, we examine a stochastic partial differential equation (SPDE) driven by a symmetric $\alpha$-stable (S$\alpha$S) L\'evy noise, that is multiplied by a linear function $\sigma(u)=u$ of the solution. The solution is…

Probability · Mathematics 2024-09-20 Raluca M. Balan , Juan J. Jiménez

We consider a $d$-dimensional random field $u = \{u(t,x)\}$ that solves a non-linear system of stochastic wave equations in spatial dimensions $k \in \{1,2,3\}$, driven by a spatially homogeneous Gaussian noise that is white in time. We…

Probability · Mathematics 2013-10-02 Robert C. Dalang , Marta Sanz-Solé

In this article we give sufficient and necessary conditions for the existence of a weak and mild solution to stochastic evolution equations with (general) L\'{e}vy noise taking values in the dual of a nuclear space. As part of our approach…

Probability · Mathematics 2022-11-24 C. A. Fonseca-Mora

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,…

Probability · Mathematics 2018-09-27 Robert C. Dalang , Thomas Humeau

The goal of this paper is twofold. In the first part we will study L\'{e}vy white noise in different distributional spaces and solve equations of the type $p(D)s=q(D)\dot{L}$, where $p$ and $q$ are polynomials. Furthermore, we will study…

Probability · Mathematics 2019-07-04 David Berger

In this article, we study the stochastic wave equation in spatial dimensions $d \le 2$ with multiplicative L\'evy noise that can have infinite $p$-th moments. Using the past light-cone property of the wave equation, we prove the existence…

Probability · Mathematics 2024-09-04 Juan J. Jiménez

In this paper, the successive approximation method is applied to investigate the existence and uniqueness of solutions to the stochastic differential equations (SDEs) driven by L\'evy noise under non-Lipschitz condition which is a much…

Dynamical Systems · Mathematics 2014-05-15 Y Xu , B Pei

We propose a unified stochastic SIR model driven by L\'{e}vy noise. The model is structural enough to allow for time-dependency, nonlinearity, discontinuity, demography and environmental disturbances. We present concise results on the…

Probability · Mathematics 2024-03-06 Terry Easlick , Wei Sun

In this paper, we study the stochastic logrithmic Schr\"odinger equation with saturated nonlinear multiplicative L\'evy noise. The global well-posedness is established for the stochastic logrithmic Schr\"odinger equation in an appropriate…

Probability · Mathematics 2025-02-11 Jiahui Zhu , Jianliang Zhai

This article is dedicated to the study of an SPDE of the form $$Lu(t,x)=\sigma(u(t,x))\dot{Z}(t,x) \quad t>0, x \in \cO$$ with zero initial conditions and Dirichlet boundary conditions, where $\sigma$ is a Lipschitz function, $L$ is a…

Probability · Mathematics 2014-03-11 Raluca Balan

In this paper we develop a white noise framework for the study of stochastic partial differential equations driven by a d-parameter (pure jump) Levy white noise. As an example we use this theory to solve the stochastic Poisson equation with…

Probability · Mathematics 2016-09-07 Arne Lokka , Bernt Oksendal , Frank Proske

In this paper, we first explore certain structural properties of L\'evy flows and use this information to obtain the existence of strong solutions to a class of Stochastic PDEs in the space of tempered distributions, driven by L\'evy noise.…

Probability · Mathematics 2022-11-15 Arvind Kumar Nath , Suprio Bhar

We establish the existence and uniqueness of solutions to an abstract nonlinear equation driven by a multiplicative noise of L\'evy type, which covers many hydrodynamical models including 2D Navier-Stokes equations, 2D MHD equations, the 2D…

Probability · Mathematics 2021-05-11 Xuhui Peng , Juan Yang , Jianliang Zhai

This study aims to examine the effect of L\'evy noise on the solutions of the nonlinear Schr\"odinger equation. An improved diversity of stochastic solutions is instinctively located discretely on certain conditions by applying the…

Dynamical Systems · Mathematics 2024-05-03 Hina Zulfiqar , Shenglan Yuan , Muhammad Shoaib Saleem

In this article, we construct a Stratonovich solution for the stochastic wave equation in spatial dimension $d \leq 2$, with time-independent noise and linear term $\sigma(u)=u$ multiplying the noise. The noise is spatially homogeneous and…

Probability · Mathematics 2021-05-20 Raluca M. Balan

We consider a system of $d$ coupled non-linear stochastic heat equations in spatial dimension 1 driven by $d$-dimensional additive space-time white noise. We establish upper and lower bounds on hitting probabilities of the solution $\{u(t,…

Probability · Mathematics 2007-05-23 Robert C. Dalang , Davar Khoshnevisan , Eulalia Nualart

We find analytical solution of pair of stochastic equations with arbitrary forces and multiplicative L\'evy noises in a steady-state nonequilibrium case. This solution shows that L\'evy flights suppress always a quasi-periodical motion…

Statistical Mechanics · Physics 2010-01-04 A. I. Olemskoi , S. S. Borysov , I. A. Shuda

In this article, we consider the following class of stochastic partial differential equations (SPDE): \begin{equation*} \left\{\begin{aligned}\mathrm{d} \mathbf{X}(t)&=\mathrm{A}(t,\mathbf{X}(t))\mathrm{d}…

Probability · Mathematics 2022-09-15 Ankit Kumar , Manil T. Mohan
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