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Stochastic partial differential equation driven by stable noise

Author
MYTNIK, Leonid1
[1] Faculty of Industrial Engineering and Management, Technion - Israel Institute of Technology, Haifa 32000, Israel
Source

Probability theory and related fields. 2002, Vol 123, Num 2, pp 157-201 ; ref : 20 ref

CODEN
PTRFEU
ISSN
0178-8051
Scientific domain
Mathematics
Publisher
Springer, Berlin / Springer, Heidelberg / Springer, New York, NY
Publication country
Germany
Document type
Article
Language
English
Keyword (fr)
Bruit blanc Bruit gaussien Equation dérivée partielle Equation non linéaire Equation parabolique Equation stochastique Equation évolution Existence solution Martingale Mouvement brownien Ramification Sigma algèbre Solution faible Stabilité Théorie mesure 60H15 Algèbre sigma Borel Condition Lipschitz Formule Feynman Kac Problème martingale
Keyword (en)
White noise Gaussian noise Partial differential equation Non linear equation Parabolic equation Stochastic equation Evolution equation Existence of solution Martingale Brownian motion Branching Sigma algebra Weak solution Stability Measure theory Borel sigma algebra Lipschitz condition Feynman Kac formula Martingale problem
Keyword (es)
Ruido blanco Ruido gaussiano Ecuación derivada parcial Ecuación no lineal Ecuación parabólica Ecuación estocástica Ecuación evolución Existencia de solución Martingale Movimiento browniano Ramificación Algebra sigma Solución débil Estabilidad Teoría medida
Classification
Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02E Mathematical analysis / 001A02E08 Partial differential equations

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01I Stochastic analysis

Discipline
Mathematics
Origin
Inist-CNRS
Database
PASCAL
INIST identifier
13961338

Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS

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