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research article

Random field solutions to linear SPDEs driven by symmetric pure jump Levy space-time white noises

Dalang, Robert C.  
•
Humeau, Thomas  
January 1, 2019
Electronic Journal Of Probability

We study the notions of mild solution and generalized solution to a linear stochastic partial differential equation driven by a pure jump symmetric Levy white noise, with symmetric alpha-stable Levy white noise as an important special case. We identify conditions for existence of these two kinds of solutions, and, together with a new stochastic Fubini theorem, we provide conditions under which they are essentially equivalent. We apply these results to the linear stochastic heat, wave and Poisson equations driven by a symmetric alpha-stable Levy white noise.

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Type
research article
DOI
10.1214/19-EJP317
Web of Science ID

WOS:000472652800001

Author(s)
Dalang, Robert C.  
Humeau, Thomas  
Date Issued

2019-01-01

Published in
Electronic Journal Of Probability
Volume

24

Start page

601

End page

28

Subjects

Statistics & Probability

•

Mathematics

•

linear stochastic partial differential equation

•

levy white noise

•

generalized stochastic process

•

mild solution

•

stochastic fubini theorem

•

alpha-stable noise

Note

This is an open access article under the terms of the Creative Commons Attribution License

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
PROB  
Available on Infoscience
July 7, 2019
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/158907
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