An L-2-theory for a class of SPDEs driven by Levy processes

作者：Chen Zhen-Qing^*; Kim, KyeongHun

来源：Science China Mathematics, 2012, 55(11): 2233-2246.

DOI：10.1007/s11425-012-4513-9

• stochastic parabolic partial differential equations
• Levy processes
• L-2-theory

In this paper we present an L-2-theory for a class of stochastic partial differential equations driven by Levy processes. The coefficients of the equations are random functions depending on time and space variables, and no smoothness assumption of the coefficients is assumed.

• 出版日期2012-11
• 单位北京理工大学