Existence of affine realizations for stochastic partial differential equations driven by Lévy processes | Zendy

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Existence of affine realizations for stochastic partial differential equations driven by Lévy processes

Author(s) -

Stefan Tappe

Publication year - 2015

Publication title -

proceedings of the royal society a mathematical physical and engineering sciences

Language(s) - English

Resource type - Journals

eISSN - 1471-2946

pISSN - 1364-5021

DOI - 10.1098/rspa.2015.0104

Subject(s) - affine transformation , realization (probability) , stochastic partial differential equation , mathematics , partial differential equation , stochastic differential equation , first order partial differential equation , differential (mechanical device) , differential equation , mathematical economics , pure mathematics , mathematical analysis , physics , statistics , thermodynamics

The goal of this paper is to clarify when a semilinear stochastic partial differential equation driven by Lévy processes admits an affine realization. Our results are accompanied by several examples arising in natural sciences and economics. © 2015 The Author(s) Published by the Royal Society. All rights reserved

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