Parabolic SPDEs driven by Poisson white noise

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

Details of Research Outputs

Status	已发表Published
Title	Parabolic SPDEs driven by Poisson white noise
Creator	Albeverio, Sergio 1; Wu, Jianglun1 ; Zhang, Tusheng 2
Date Issued	1998-05-01
Source Publication	Stochastic Processes and their Applications
ISSN	0304-4149
Volume	74 Issue:1 Pages:21-36
Abstract	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.
Keyword	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	View source
Indexed By	SCIE
Language	英语English
WOS Research Area	Mathematics
WOS Subject	Statistics & Probability
WOS ID	WOS:000074012200002
Scopus ID	2-s2.0-0003115242
Citation statistics	Cited Times:93[WOS] [WOS Record] [Related Records in WOS]
Document Type	Journal article
Identifier	http://repository.uic.edu.cn/handle/39GCC9TT/10544
Collection	Research outside affiliated institution
Corresponding Author	Albeverio, Sergio
Affiliation	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
Recommended Citation 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.

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