A white noise approach to stochastic partial differential equations driven by the fractional Lévy noise
A white noise approach to stochastic partial differential equations driven by the fractional Lévy noise
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DOI:
10.1186/s13662-018-1861-y
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发表时间:
2018
影响因子:
4.1
通讯作者:
Wanyang Dai
中科院分区:
文献类型:
--
作者:
Xuebin Lu;Wanyang Dai
In this paper, based on the white noise theory for d-parameter Lévy random fields given by (Holden et al. in Stochastic Partial Differential Equations: A modeling, white noise functional approach, 2010), we develop a white noise frame for anisotropic fractional Lévy random fields to solve the stochastic Poisson equation and the stochastic Schrödinger equation driven by the d-parameter fractional Lévy noise. The solutions for the two kinds of equations are all strong solutions given explicitly in the Lévy–Hida stochastic distribution space.