SPDEs with α-Stable Lévy Noise: A Random Field Approach
نویسندگان
چکیده
منابع مشابه
Research Article SPDEs with α-Stable Lévy Noise: A Random Field Approach
This paper is dedicated to the study of a nonlinear SPDE on a bounded domain in R, with zero initial conditions and Dirichlet boundary, driven by an α-stable Lévy noise Z with α ∈ (0, 2), α ̸ = 1, and possibly nonsymmetric tails. To give a meaning to the concept of solution, we develop a theory of stochastic integration with respect to this noise. The idea is to first solve the equation with “tr...
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ژورنال
عنوان ژورنال: International Journal of Stochastic Analysis
سال: 2014
ISSN: 2090-3332,2090-3340
DOI: 10.1155/2014/793275