Parabolic SPDEs driven by Poisson white noise
Parabolic SPDEs driven by Poisson white noise
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DOI：
10.1016/s0304-4149(97)00112-9
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发表时间：
1998-05
影响因子：
1.4
通讯作者：
S. Albeverio;Jiang-Lun Wu;Tu-sheng Zhang
中科院分区：
文献类型：
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作者：
S. Albeverio;Jiang-Lun Wu;Tu-sheng Zhang
本文研究了（纯）Poisson白色噪声驱动的抛物型随机偏微分方程。这些方程被解释为随机积分方程的跳跃型涉及发展内核。证明了解的存在唯一性。
Stochastic partial differential equations (SPDEs) of parabolic type driven by (pure) Poisson white noise are investigated in this paper. These equations are interpreted as stochastic integral equations of the jump type involving evolution kernels. Existence and uniqueness of the solution is established.