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Potential Analysis

, Volume 8, Issue 2, pp 179–193 | Cite as

A Remark on the Equivalence between Poisson and Gaussian Stochastic Partial Differential Equations

  • Fred Espen Benth
  • Jon Gjerde
Article

Abstract

We discuss the connection between Gaussian and Poisson noise Wick-type stochastic partial differential equations.

Stochastic partial differential equations compensated Poisson noise white noise Wick product Hermite transform 

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Copyright information

© Kluwer Academic Publishers 1998

Authors and Affiliations

  • Fred Espen Benth
    • 1
  • Jon Gjerde
    • 1
  1. 1.Department of MathematicsUniversity of OsloOsloNorway

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