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An L-p-theory of a class of stochastic equations with the random fractional Laplacian driven by Levy processes

Authors
Kim, Kyeong-HunKim, Panki
Issue Date
12월-2012
Publisher
ELSEVIER SCIENCE BV
Keywords
Fractional Laplacian; Stochastic partial differential equations; Levy processes; L-p-theory; White noise; Levy noise
Citation
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, v.122, no.12, pp.3921 - 3952
Indexed
SCIE
SCOPUS
Journal Title
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
Volume
122
Number
12
Start Page
3921
End Page
3952
URI
https://scholar.korea.ac.kr/handle/2021.sw.korea/106753
DOI
10.1016/j.spa.2012.08.001
ISSN
0304-4149
Abstract
In this paper we study some linear and quasi-linear stochastic equations with the random fractional Laplacian operator driven by arbitrary Levy processes. The driving noise can be space-time in the case of one dimensional spacial variable. We prove uniqueness and existence of such equations in Sobolev spaces. Out results cover the case when the driving noise is a space-time white noise. (C) 2012 Elsevier B.V. All rights reserved.
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