An $L^2$-theory on SPDE driven by L\'evy processes

Zhen-Qing Chen; Kyeong-Hun Kim

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arXiv · 1007.4024

An $L^2$-theory on SPDE driven by L\'evy processes

Zhen-Qing Chen·Kyeong-Hun Kim

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Abstract

In this paper we develop an $L_2$-theory for stochastic partial differential equations driven by L\'evy processes. The coefficients of the equations are random functions depending on time and space variables, and no smoothness assumption of the coefficients is assumed.

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Zhen-Qing Chen, Kyeong-Hun Kim. 2010-07-22. An $L^2$-theory on SPDE driven by L\'evy processes. https://arxiv.org/abs/1007.4024

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