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Volumn 123, Issue 2, 2002, Pages 157-201

Stochastic partial differential equation driven by stable noise

Author keywords

Evolution equation; Existence; Martingle problem; SPDEs; Stable white noise

Indexed keywords


EID: 0036628270     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s004400100180     Document Type: Article
Times cited : (77)

References (20)
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    • Applebaum, D.1    Wu, J.-L.2
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    • Brezis, H., Friedman, A.: Nonlinear parabolic equations involving measures as initial conditions. J. Math. pures et appl., 62, 73-97 (1983)
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    • Dawson, D.: The critical measure diffusion process. Z. Wahr. verw Geb., 40, 125-145 (1977)
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    • Dawson, D.1
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    • 0004034112 scopus 로고
    • École d'été de Probabilités de Saint Flour
    • Dawson, D.: Measure-valued Processes. École d'été de Probabilités de Saint Flour, 1991
    • (1991) Measure-Valued Processes
    • Dawson, D.1
  • 7
    • 0001816409 scopus 로고
    • Infinitely divisible random measures and superprocesses
    • H. Körezlioǧlu and A. Üstünel, editors, Birkhäuser Boston
    • Dawson, D.: Infinitely Divisible Random Measures and Superprocesses. In H. Körezlioǧlu and A. Üstünel, editors, Stochastic Analysis and Related Topics, Birkhäuser Boston, 1992
    • (1992) Stochastic Analysis and Related Topics
    • Dawson, D.1
  • 9
    • 84985396227 scopus 로고
    • Critical behavior of some measure-valued processes
    • Fleischmann, K.: Critical behavior of some measure-valued processes. Math. Nachr, 135, 131-147 (1988)
    • (1988) Math. Nachr , vol.135 , pp. 131-147
    • Fleischmann, K.1
  • 13
    • 0000535030 scopus 로고
    • Stochastic partial differential equations for some measure-valued diffusions
    • Konno, N., Shiga, T.: Stochastic partial differential equations for some measure-valued diffusions. Prob. Theory Rel. Fields, 79, 201-225 (1988)
    • (1988) Prob. Theory Rel. Fields , vol.79 , pp. 201-225
    • Konno, N.1    Shiga, T.2
  • 15
    • 0001419936 scopus 로고
    • The compact support property for solutions to the heat equation with noise
    • Mueller, C., Perkins, E.: The compact support property for solutions to the heat equation with noise. Probability Theory and Related Fields, 93, 325-358 (1992)
    • (1992) Probability Theory and Related Fields , vol.93 , pp. 325-358
    • Mueller, C.1    Perkins, E.2
  • 16
    • 0032381407 scopus 로고    scopus 로고
    • Weak uniqueness for the heat equation with noise
    • Mytnik, L.: Weak uniqueness for the heat equation with noise. The Annals of Probability, 26, 968-984 (1998)
    • (1998) The Annals of Probability , vol.26 , pp. 968-984
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  • 17
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    • On Itô stochastic integration with respect to p-stable motion: Inner clock, integrability of sample paths, double and multiple integrals
    • Rosiński, J., Woyczyński, W.: On Itô stochastic integration with respect to p-stable motion: inner clock, integrability of sample paths, double and multiple integrals. The Annals of Probability, 14(1), 271-286 (1986)
    • (1986) The Annals of Probability , vol.14 , Issue.1 , pp. 271-286
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  • 20
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    • Walsh, J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.