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From Lévy-Type Processes to Parabolic SPDEs

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In turn, Davar Khoshnevisan’s course investigates selected problems in the field of stochastic partial differential equations of parabolic type. More precisely, the main objective is to establish an Invariance Principle for those equations in a rather general setting, and to deduce, as an application, comparison-type results. The framework in which these problems are addressed goes beyond the classical setting, in the sense that the driving noise is assumed to be a multiplicative space-time white noise on a group, and the underlying elliptic operator corresponds to a generator of a Lévy process on that group. This implies that stochastic integration with respect to the above noise, as well as the existence and uniqueness of a solution for the corresponding equation, become relevant in their own right. These aspects are also developed and supplemented by a wealth of illustrative examples.

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Series Title

Advanced Courses in Mathematics - CRM Barcelona

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Birkhäuser Cham : Springer., 2016

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Language

English

ISBN/ISSN

978-3-319-34120-0

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NONE

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Statement of Responsibility

Frederic Utzet, Lluis Quer-Sardanyons

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Jemadi

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Jemadi

Digital Object Identifier (DOI)

https://doi.org/10.1007/978-3-319-34120-0

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