Title of article :
An -theory of a class of stochastic equations with the random fractional Laplacian driven by Lévy processes
Author/Authors :
Kim، نويسنده , , Kyeong-Hun and Kim، نويسنده , , Panki، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2012
Abstract :
In this paper we study some linear and quasi-linear stochastic equations with the random fractional Laplacian operator driven by arbitrary Lévy processes. The driving noise can be space–time in the case of one dimensional spacial variable. We prove uniqueness and existence of such equations in Sobolev spaces. Out results cover the case when the driving noise is a space–time white noise.
Keywords :
Stochastic partial differential equations , Lévy processes , L p -theory , Lévy noise , Fractional Laplacian , White noise
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications