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An L 2-theory for a class of SPDEs driven by Lévy processes

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Abstract

In this paper we present an L 2-theory for a class of stochastic partial differential equations driven by Lévy processes. The coefficients of the equations are random functions depending on time and space variables, and no smoothness assumption of the coefficients is assumed.

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Authors and Affiliations

  1. Department of Mathematics, University of Washington, Seattle, WA, 98195, USA

    Zhen-Qing Chen

  2. School of Mathematics, Beijing Institute of Technology, Beijing, 100081, China

    Zhen-Qing Chen

  3. Department of Mathematics, Korea University, 1 Anam-dong, Sungbuk-gu, Seoul, 136-701, Korea

    KyeongHun Kim

Authors
  1. Zhen-Qing Chen
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  2. KyeongHun Kim
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Correspondence to Zhen-Qing Chen.

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Chen, ZQ., Kim, K. An L 2-theory for a class of SPDEs driven by Lévy processes. Sci. China Math. 55, 2233–2246 (2012). https://doi.org/10.1007/s11425-012-4513-9

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  • DOI: https://doi.org/10.1007/s11425-012-4513-9

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