L\'evy Flows and associated Stochastic PDEs
Probability
2022-11-15 v2
Abstract
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. The uniqueness of the solutions follows from Monotonicity inequality. These results extend an earlier work Bhar (2017) on the diffusion case.
Cite
@article{arxiv.2206.14129,
title = {L\'evy Flows and associated Stochastic PDEs},
author = {Arvind Kumar Nath and Suprio Bhar},
journal= {arXiv preprint arXiv:2206.14129},
year = {2022}
}
Comments
Update from the previous version: several typos have been corrected and further literature review has been added