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Review of local and global existence results for stochastic pdes with Lévy noise
Discrete and Continuous Dynamical Systems ( IF 1.1 ) Pub Date : 2020-06-29 , DOI: 10.3934/dcds.2020241
Justin Cyr , , Phuong Nguyen , Sisi Tang , Roger Temam ,

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.

中文翻译:

回顾具有Lévy噪声的随机pdes的局部和全局存在结果

本文是对由Lévy噪声驱动的随机微分方程和随机偏微分方程的Lévy过程,随机积分和存在结果的综述。在一般Lévy噪声驱动的随机环境中,将考虑流体力学中典型类型的抽象PDE。建立本地路径解决方案的存在性和唯一性是该地区通用技术的演示。
更新日期:2020-07-20
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