An L 2-theory for a class of SPDEs driven by Lévy processes

Zhen Qing Chen, Kyeong Hun Kim

Research output: Contribution to journalArticle

Abstract

In this paper we present an L 2-theory for a class of stochastic partial differential equations driven by Lévy processes. The coefficients of the equations are random functions depending on time and space variables, and no smoothness assumption of the coefficients is assumed.

Original languageEnglish
Pages (from-to)2233-2246
Number of pages14
JournalScience China Mathematics
Volume55
Issue number11
DOIs
Publication statusPublished - 2012 Nov 20

Fingerprint

Stochastic Partial Differential Equations
Random Function
Coefficient
Smoothness
Class

Keywords

  • L -theory
  • Lévy processes
  • stochastic parabolic partial differential equations

ASJC Scopus subject areas

  • Mathematics(all)

Cite this

An L 2-theory for a class of SPDEs driven by Lévy processes. / Chen, Zhen Qing; Kim, Kyeong Hun.

In: Science China Mathematics, Vol. 55, No. 11, 20.11.2012, p. 2233-2246.

Research output: Contribution to journalArticle

@article{9fa00d44344743cab555a895d984c345,
title = "An L 2-theory for a class of SPDEs driven by L{\'e}vy processes",
abstract = "In this paper we present an L 2-theory for a class of stochastic partial differential equations driven by L{\'e}vy processes. The coefficients of the equations are random functions depending on time and space variables, and no smoothness assumption of the coefficients is assumed.",
keywords = "L -theory, L{\'e}vy processes, stochastic parabolic partial differential equations",
author = "Chen, {Zhen Qing} and Kim, {Kyeong Hun}",
year = "2012",
month = "11",
day = "20",
doi = "10.1007/s11425-012-4513-9",
language = "English",
volume = "55",
pages = "2233--2246",
journal = "Science China Mathematics",
issn = "1674-7283",
publisher = "Science in China Press",
number = "11",

}

TY - JOUR

T1 - An L 2-theory for a class of SPDEs driven by Lévy processes

AU - Chen, Zhen Qing

AU - Kim, Kyeong Hun

PY - 2012/11/20

Y1 - 2012/11/20

N2 - In this paper we present an L 2-theory for a class of stochastic partial differential equations driven by Lévy processes. The coefficients of the equations are random functions depending on time and space variables, and no smoothness assumption of the coefficients is assumed.

AB - In this paper we present an L 2-theory for a class of stochastic partial differential equations driven by Lévy processes. The coefficients of the equations are random functions depending on time and space variables, and no smoothness assumption of the coefficients is assumed.

KW - L -theory

KW - Lévy processes

KW - stochastic parabolic partial differential equations

UR - http://www.scopus.com/inward/record.url?scp=84869114227&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84869114227&partnerID=8YFLogxK

U2 - 10.1007/s11425-012-4513-9

DO - 10.1007/s11425-012-4513-9

M3 - Article

AN - SCOPUS:84869114227

VL - 55

SP - 2233

EP - 2246

JO - Science China Mathematics

JF - Science China Mathematics

SN - 1674-7283

IS - 11

ER -