Explicit Representation of Strong Solutions of SDE’s driven by Infinite Dimensional Lévy Processes
نویسندگان
چکیده
We develop a white noise framework for Lévy processes on Hilbert spaces. As the main result of this paper, we then employ these white noise techniques to explicitly represent strong solutions of stochastic differential equations driven by a Hilbert-space-valued Lévy process.
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تاریخ انتشار 2009