English

Stochastic partial differential equations associated with Feller processes

Probability 2026-05-20 v3

Abstract

For the stochastic partial differential equation ut=Lu+uW˙\frac{\partial u}{\partial t}=\mathcal L u +u\dot W where W˙\dot W is Gaussian noise colored in time and L\mathcal L is the infinitesimal generator of a Feller process XX, we obtain Feynman-Kac type of representations for the Stratonovich and Skorohod solutions as well as for their moments. The regularity of the law and the H\"older continuity of the solutions are also studied.

Keywords

Cite

@article{arxiv.2310.18726,
  title  = {Stochastic partial differential equations associated with Feller processes},
  author = {Jian Song and Meng Wang and Wangjun Yuan},
  journal= {arXiv preprint arXiv:2310.18726},
  year   = {2026}
}

Comments

45 pages

R2 v1 2026-06-28T13:04:40.891Z