Stochastic partial differential equation driven by stable noise

By L. Mytnik. 2002

85 citations recorded by the source corpus.

Subfields: Finance, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/919ea948bbcbd03cf2125a31af66fcf9763a7061

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Zdzisław Brzeźniak
2. Wei David Liu
3. Jiahui Zhu
4. Erika Hausenblas
5. El.zbieta Motyl
6. J. V. Neerven
7. Michael Röckner
8. Bixiang Wang

In Mathematical Physics

1. Erika Hausenblas
2. Jiahui Zhu
3. Wei David Liu
4. Zdzisław Brzeźniak
5. El.zbieta Motyl
6. J. V. Neerven
7. Arnulf Jentzen
8. Peter E. Kloeden

Citations in the corpus

• Existence, Uniqueness and Regularity of Parabolic SPDEs Driven by Poisson Random Measure (2005, methodology): “Existence and uniqueness of SPDEs driven by time and space Poisson random measure were considered by, among others, Applebaum and Wu [2], Bié [8], Knoche [30], Mueller [34], and Mytnik [35].”
• Strong solutions for SPDE with locally monotone coefficients driven by L\'{e}vy noise (2011, background): “†Corresponding author: weiliu@math.uni-bielefeld.de investigated by many authors, see e.g. Kallianpur and Xiong [27], Albeverio et al [2], Mueller et al [43, 44], Applebaum and Wu [3], Mytnik [45], Truman and Wu [58], Hausenblas [25, 26], Mandrekar and Rüdiger [39], Röckner and Zhang [52], Dong et”
• Stochastic Reaction-diffusion Equations Driven by Jump Processes (2010, unknown): “Mytnik [60] constructed a weak solution to SPDEs with non-Lipschitz coefficients driven by space-time stable Lévy noise.”
• SPDEs driven by Poisson random measure with non Lipschitz coefficients: existence results (2006, methodology): “Bié [3] or Mytnik [18]).”