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arXiv · 1907.00335

Existence of affine realizations for stochastic partial differential equations driven by L\'evy processes

Stefan Tappe
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Abstract

The goal of this paper is to clarify when a semilinear stochastic partial differential equation driven by L\'evy processes admits an affine realization. Our results are accompanied by several examples arising in natural sciences and economics.

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Stefan Tappe. 2019-06-30. Existence of affine realizations for stochastic partial differential equations driven by L\'evy processes. https://doi.org/10.1098/rspa.2015.0104

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