Open Access
2023 Lévy flows and associated stochastic PDEs
Arvind Kumar Nath, Suprio Bhar
Author Affiliations +
Electron. J. Probab. 28: 1-15 (2023). DOI: 10.1214/23-EJP959

Abstract

In this paper, we first explore certain structural properties of Lévy flows and use this information to obtain the existence of strong solutions to a class of Stochastic PDEs in the space of tempered distributions, driven by Lévy noise. The uniqueness of the solutions follows from Monotonicity inequality. These results extend an earlier work of the second author on the diffusion case.

Funding Statement

The first author would like to acknowledge the fact that he was supported by the University Grants Commission (Government of India) Ph.D research Fellowship. The second author would like to acknowledge the fact that he was partially supported by the Matrics grant MTR/2021/000517 from the Science and Engineering Research Board (Department of Science & Technology, Government of India).

Acknowledgments

We are thankful to an anonymous referee for suggesting several corrections/improvements to the article.

Citation

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Arvind Kumar Nath. Suprio Bhar. "Lévy flows and associated stochastic PDEs." Electron. J. Probab. 28 1 - 15, 2023. https://doi.org/10.1214/23-EJP959

Information

Received: 9 November 2022; Accepted: 12 May 2023; Published: 2023
First available in Project Euclid: 7 June 2023

MathSciNet: MR4529085
Digital Object Identifier: 10.1214/23-EJP959

Subjects:
Primary: 60G51 , 60H10 , 60H15

Keywords: Hermite-Sobolev space , Lévy processes , S′ valued process , Strong solution

Vol.28 • 2023
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