Random field solutions to linear SPDEs driven by symmetric pure jump L\'evy space-time white noises
classification
🧮 math.PR
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lineardrivensolutionsymmetricconditionsexistencefieldidentify
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We study the notions of mild solution and generalized solution to a linear stochastic partial differential equation driven by a pure jump symmetric L\'evy white noise. We identify conditions for existence for these two kinds of solutions, and we identify conditions under which they are essentially equivalent. We establish a necessary condition for the existence of a random field solution to a linear SPDE, and we apply this result to the linear stochastic heat, wave and Poisson equations driven by a symmetric $\alpha$-stable noise.
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