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

Stefan Tappe

Papers from arXiv.org

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.

Date: 2019-06
References: View references in EconPapers View complete reference list from CitEc
Citations:

Published in Proceedings of The Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 471(2178), 2015

Downloads: (external link)
http://arxiv.org/pdf/1907.00335 Latest version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:1907.00335

Access Statistics for this paper

More papers in Papers from arXiv.org
Bibliographic data for series maintained by arXiv administrators ().