[en] For the stochastic partial differential equation $\frac{\partial u}{\partial
t}=\mathcal L u +u\dot W$ where $\dot W$ is Gaussian noise colored in time and
$\mathcal L$ is the infinitesimal generator of a Feller process $X$, we obtain
Feynman-Kac type of representations for the Stratonovich and Skorohod solutions
as well as for their moments. The regularity of the law and the H\"older
continuity of the solutions are also studied.
Disciplines :
Mathematics
Author, co-author :
Song, Jian
Wang, Meng
YUAN, Wangjun ; University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH)
Language :
English
Title :
Stochastic partial differential equations associated with Feller processes