Parabolic SPDEs driven by Poisson white noise

doi:10.1016/S0304-4149(97)00112-9

科研成果详情

发表状态	已发表Published
题名	Parabolic SPDEs driven by Poisson white noise
作者	Albeverio, Sergio 1; Wu, Jianglun1 ; Zhang, Tusheng 2
发表日期	1998-05-01
发表期刊	Stochastic Processes and their Applications
ISSN/eISSN	0304-4149
卷号	74 期号:1 页码:21-36
摘要	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.
关键词	Existence and uniqueness Parabolic SPDEs Poisson white noise Primary 60H15 Secondary 35R60 Stochastic integral equations of jump type
DOI	10.1016/S0304-4149(97)00112-9
URL	查看来源
收录类别	SCIE
语种	英语English
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000074012200002
Scopus入藏号	2-s2.0-0003115242
引用统计	被引频次：93[WOS] [WOS记录] [WOS相关记录]
文献类型	期刊论文
条目标识符	https://repository.uic.edu.cn/handle/39GCC9TT/10544
专题	个人在本单位外知识产出
通讯作者	Albeverio, Sergio
作者单位	1.Fak. für Math. der Ruhr-Univ.,D-44780 Bochum and SFB 237,Essen-Bochum-Düsseldorf,Germany 2.Faculty of Engineering,HSH,Skaregt 103,5500,Haugesund,Norway
推荐引用方式 GB/T 7714	Albeverio, Sergio,Wu, Jianglun,Zhang, Tusheng. Parabolic SPDEs driven by Poisson white noise[J]. Stochastic Processes and their Applications, 1998, 74(1): 21-36.
APA	Albeverio, Sergio, Wu, Jianglun, & Zhang, Tusheng. (1998). Parabolic SPDEs driven by Poisson white noise. Stochastic Processes and their Applications, 74(1), 21-36.
MLA	Albeverio, Sergio,et al."Parabolic SPDEs driven by Poisson white noise". Stochastic Processes and their Applications 74.1(1998): 21-36.