Title of article
Parabolic SPDEs driven by Poisson white noise
Author/Authors
Albeverio، نويسنده , , Sergio and Wu، نويسنده , , Jiang-Lun and Zhang، نويسنده , , Tu-Sheng، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1998
Pages
16
From page
21
To page
36
Abstract
Stochastic partial differential equations (SPDEs) of parabolic type driven by (pure) Poisson white noise are investigated in this paper. These equations are interpreted as stochastic integral equations of the jump type involving evolution kernels. Existence and uniqueness of the solution is established.
Keywords
Parabolic SPDEs , Stochastic integral equations of jump type , Existence and uniqueness , Poisson white noise
Journal title
Stochastic Processes and their Applications
Serial Year
1998
Journal title
Stochastic Processes and their Applications
Record number
1576210
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