𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The ergodicity of stochastic partial differential equations with Lévy jump

✍ Scribed by Guo Li Zhou; Zhen Ting Hou

Publisher
Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
2011
Tongue
English
Weight
303 KB
Volume
27
Category
Article
ISSN
1439-7617

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On solutions to backward stochastic part
On solutions to backward stochastic partial differential equations for Lévy processes
✍ Qing Zhou; Yong Ren; Weixing Wu 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 261 KB

In this paper, we prove the existence and uniqueness of the solution for a class of backward stochastic partial differential equations (BSPDEs, for short) driven by the Teugels martingales associated with a Lévy process satisfying some moment conditions and by an independent Brownian motion. An exam