Abstract
In the last decades there has been an increased interest in stochastic models based on other processes than the Brownian motion B(t).
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Holden, H., Øksendal, B., Ubøe, J., Zhang, T. (2010). Stochastic Partial Differential Equations Driven by Lévy Processes. In: Stochastic Partial Differential Equations. Universitext. Springer, New York, NY. https://doi.org/10.1007/978-0-387-89488-1_5
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DOI: https://doi.org/10.1007/978-0-387-89488-1_5
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