How to determine the law of the solution to a stochastic partial differential equation driven by a Lévy space-time noise?

Hanno Gottschalk; Boubaker Smii

doi:10.1063/1.2712916

How to determine the law of the solution to a stochastic partial differential equation driven by a Lévy space-time noise?

Journal of Mathematical Physics ◽

10.1063/1.2712916 ◽

2007 ◽

Vol 48 (4) ◽

pp. 043303

Author(s):

Hanno Gottschalk ◽

Boubaker Smii

Keyword(s):

Differential Equation ◽

Partial Differential Equation ◽

Stochastic Partial Differential Equation ◽

Space Time ◽

Partial Differential ◽

The Law

Download Full-text

Stochastic partial differential equation based modelling of large space-time data sets

Journal of the Royal Statistical Society Series B (Statistical Methodology) ◽

10.1111/rssb.12061 ◽

2014 ◽

Vol 77 (1) ◽

pp. 3-33 ◽

Cited By ~ 18

Author(s):

Fabio Sigrist ◽

Hans R. Künsch ◽

Werner A. Stahel

Keyword(s):

Differential Equation ◽

Partial Differential Equation ◽

Stochastic Partial Differential Equation ◽

Space Time ◽

Data Sets ◽

Time Data ◽

Partial Differential ◽

Large Space

Download Full-text

Boundary behavior and interior Hölder regularity of the solution to nonlinear stochastic partial differential equation driven by space-time white noise

Journal of Differential Equations ◽

10.1016/j.jde.2020.07.002 ◽

2020 ◽

Vol 269 (11) ◽

pp. 9904-9935

Author(s):

Beom-Seok Han ◽

Kyeong-Hun Kim

Keyword(s):

Differential Equation ◽

Partial Differential Equation ◽

White Noise ◽

Stochastic Partial Differential Equation ◽

Boundary Behavior ◽

Space Time ◽

Hölder Regularity ◽

Partial Differential ◽

Holder Regularity

Download Full-text

Regularity Properties of a Stochastic Partial Differential Equation

Seminar on Stochastic Processes, 1983 ◽

10.1007/978-1-4684-9169-2_13 ◽

1984 ◽

pp. 257-290 ◽

Cited By ~ 1

Author(s):

John B. Walsh

Keyword(s):

Differential Equation ◽

Partial Differential Equation ◽

Stochastic Partial Differential Equation ◽

Partial Differential ◽

Regularity Properties

Download Full-text

Densities of a measure–valued process governed by a stochastic partial differential equation

Systems & Control Letters ◽

10.1016/s0167-6911(81)80044-8 ◽

1981 ◽

Vol 1 (2) ◽

pp. 100-104 ◽

Cited By ~ 17

Author(s):

Hiroshi Kunita

Keyword(s):

Differential Equation ◽

Partial Differential Equation ◽

Stochastic Partial Differential Equation ◽

Partial Differential

Download Full-text

An Implicit Finite Difference Scheme for Space-Time Fractional Partial Differential Equation

Operations Research and Fuzziology ◽

10.12677/orf.2013.32002 ◽

2013 ◽

Vol 03 (02) ◽

pp. 7-14

Author(s):

阳张

Keyword(s):

Differential Equation ◽

Partial Differential Equation ◽

Finite Difference ◽

Difference Scheme ◽

Finite Difference Scheme ◽

Space Time ◽

Fractional Partial Differential Equation ◽

Partial Differential ◽

Implicit Finite Difference Scheme ◽

Implicit Finite Difference

Download Full-text

Existence and uniqueness of mild solution for stochastic partial differential equation with poisson jumps and delays

Open Journal of Mathematical Sciences ◽

10.30538/oms2019.0077 ◽

2019 ◽

Vol 3 (1) ◽

pp. 343-348

Author(s):

Annamalai Anguraj ◽

◽

Ravi Kumar ◽

Keyword(s):

Differential Equation ◽

Partial Differential Equation ◽

Mild Solution ◽

Existence And Uniqueness ◽

Stochastic Partial Differential Equation ◽

Poisson Jumps ◽

Partial Differential

Download Full-text

Multi-Domain Space-Time Spectral Method in Time for Solving Fifth-Order Partial Differential Equation

Pure Mathematics ◽

10.12677/pm.2021.116117 ◽

2021 ◽

Vol 11 (06) ◽

pp. 1031-1047

Author(s):

荣玉余

Keyword(s):

Differential Equation ◽

Partial Differential Equation ◽

Spectral Method ◽

Space Time ◽

Order Partial Differential Equation ◽

Partial Differential ◽

Domain Space ◽

Time Spectral Method ◽

Fifth Order

Download Full-text

Stochastic partial differential equation with reflection driven by fractional noises

Stochastics ◽

10.1080/17442508.2019.1602128 ◽

2019 ◽

Vol 92 (1) ◽

pp. 46-66

Author(s):

Suxin Wang ◽

Yiming Jiang ◽

Yongjin Wang

Keyword(s):

Differential Equation ◽

Partial Differential Equation ◽

Stochastic Partial Differential Equation ◽

Partial Differential ◽

Fractional Noises

Download Full-text

A finite-difference procedure to solve weakly singular integro partial differential equation with space-time fractional derivatives

Engineering With Computers ◽

10.1007/s00366-020-00936-w ◽

2020 ◽

Cited By ~ 5

Author(s):

Mostafa Abbaszadeh ◽

Mehdi Dehghan

Keyword(s):

Differential Equation ◽

Partial Differential Equation ◽

Finite Difference ◽

Fractional Derivatives ◽

Space Time ◽

Partial Differential ◽

Weakly Singular

Download Full-text

Understanding the Stochastic Partial Differential Equation Approach to Smoothing

Journal of Agricultural Biological and Environmental Statistics ◽

10.1007/s13253-019-00377-z ◽

2019 ◽

Vol 25 (1) ◽

pp. 1-16

Author(s):

David L. Miller ◽

Richard Glennie ◽

Andrew E. Seaton

Keyword(s):

Differential Equation ◽

Partial Differential Equation ◽

Stochastic Partial Differential Equation ◽

Equation Approach ◽

Partial Differential

Download Full-text