Parabolic SPDEs driven by Poisson white noise

Sergio Albeverio, Jiang-Lun Wu and Tu-Sheng Zhang

Stochastic Processes and their Applications, 1998, vol. 74, issue 1, 21-36

Abstract: Stochastic partial differential equations (SPDEs) of parabolic type driven by (pure) Poisson white noise are investigated in this paper. These equations are interpreted as stochastic integral equations of the jump type involving evolution kernels. Existence and uniqueness of the solution is established.

Keywords: Parabolic; SPDEs; Poisson; white; noise; Stochastic; integral; equations; of; jump; type; Existence; and; uniqueness (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (10)

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