Differential equations driven by Lévy white noise in spaces of Hilbert space-valued stochastic distributions

Meyer-Brandis, Thilo (2008): Differential equations driven by Lévy white noise in spaces of Hilbert space-valued stochastic distributions. In: Stochastics, Bd. 80, Nr. 4: S. 371-396

Abstract

We develop a white noise framework and the theory of stochastic distribution spaces for Hilbert space-valued Lévy processes. We then apply these concepts to the study of generalized solutions of stochastic evolution equations in these spaces driven by Lévy white noise.

• Dokumententyp: Zeitschriftenartikel
• Fakultät: Mathematik, Informatik und Statistik > Mathematik > Finanz- und Versicherungsmathematik
• Themengebiete: 500 Naturwissenschaften und Mathematik > 510 Mathematik
• ISSN: 1744-2508
• Sprache: Englisch