独特性
随机微分方程
随机偏微分方程
噪音(视频)
数学
应用数学
偏微分方程
莱维过程
数学分析
计算机科学
图像(数学)
人工智能
作者
Justin Cyr,Nguyễn Duy Phương,Sisi Tang,Roger Témam
出处
期刊:Discrete and Continuous Dynamical Systems
[American Institute of Mathematical Sciences]
日期:2020-01-01
卷期号:40 (10): 5639-5710
被引量:4
摘要
This article is a review of Lévy processes, stochastic integration and existence results for stochastic differential equations and stochastic partial differential equations driven by Lévy noise. An abstract PDE of the typical type encountered in fluid mechanics is considered in a stochastic setting driven by a general Lévy noise. Existence and uniqueness of a local pathwise solution is established as a demonstration of general techniques in the area.
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