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Stochastic partial differential equations associated with Feller processes
Song, Jian; Wang, Meng; YUAN, Wangjun
2023
 

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Keywords :
Mathematics - Probability
Abstract :
[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
Publication date :
October 2023
Commentary :
30 pages
Available on ORBilu :
since 27 November 2023

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