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arxiv: 1007.4024 · v1 · submitted 2010-07-22 · 🧮 math.PR · math.AP

An L²-theory on SPDE driven by L\'evy processes

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keywords coefficientsdrivenequationsprocessestheoryassumedassumptiondepending
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In this paper we develop an $L_2$-theory for stochastic partial differential equations driven by L\'evy 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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