STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS DRIVEN BY MULTI-PARAMETER WHITE NOISE OF LEVY PROCESSES

被引：8

作者：

Oksendal, Bernt ^{[1
,2
]}

机构：

[1] Univ Oslo, Dept Math, Ctr Math Applicat, N-0316 Oslo, Norway

[2] Norwegian Sch Econ & Business Adm NHH, N-5014 Bergen, Norway

来源：

QUARTERLY OF APPLIED MATHEMATICS | 2008年 / 66卷 / 03期

关键词：

D O I：

10.1090/S0033-569X-08-01090-5

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We give a short introduction to the white noise theory for multiparameter Levy processes and its application to stochastic partial differential equations driven by such processes. Examples include temperature distribution with a Levy white noise heat source, and heat propagation with a multiplicative Levy white noise heat source.

引用

页码：521 / 537

页数：17

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