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Stochastic Partial Differential Equations with Lévy Noise: An Evolution Equation Approach · Study

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ArticleStochastic Partial Differential Equations with Lévy Noise: An Evolution Equation Approach

Szymon Peszat2007

Article2007

Stochastic Partial Differential Equations with Lévy Noise: An Evolution Equation Approach

Szymon Peszat · Jerzy Zabczyk

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Stochastic processes and financial applications Nonlinear Differential Equations Analysis Differential Equations and Boundary Problems

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Comprehensive monograph by two leading international experts; includes applications to statistical and fluid mechanics and to finance.

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2007Existence of Lévy term structure models 2016Moderate deviation principles for stochastic differential equations with jumps 2008REGULARITY OF ORNSTEIN-UHLENBECK PROCESSES DRIVEN BY A LÉVY WHITE NOISE 2022Multidimensional SDE with distributional drift and Lévy noise 2015Ornstein-Uhlenbeck Processes Driven by Cylindrical Lévy Processes 2021Strong and weak convergence rates for slow–fast stochastic differential equations driven by α-stable process 2010Large deviations for stochastic PDE with Lévy noise 2008Cubature on Wiener space in infinite dimension

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Year2007

Typearticle

Published2007-11-05

Languageen

Citations177

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ShelfStochastic processes and financial applications

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openalex_workW108455648

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