An $L^2$-theory on SPDE driven by L\'evy processes
Probability
2010-07-26 v1 Analysis of PDEs
Abstract
In this paper we develop an -theory for stochastic partial differential equations driven by L\'evy processes. The coefficients of the equations are random functions depending on time and space variables, and no smoothness assumption of the coefficients is assumed.
Cite
@article{arxiv.1007.4024,
title = {An $L^2$-theory on SPDE driven by L\'evy processes},
author = {Zhen-Qing Chen and Kyeong-Hun Kim},
journal= {arXiv preprint arXiv:1007.4024},
year = {2010}
}