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Stable cylindrical Lévy processes and the stochastic Cauchy problem

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Stable cylindrical Lévy processes and the stochastic Cauchy problem. / Riedle, Markus.

In: Electronic Communications in Probability, Vol. 23, 36, 07.06.2018.

Research output: Contribution to journalArticle

Harvard

Riedle, M 2018, 'Stable cylindrical Lévy processes and the stochastic Cauchy problem', Electronic Communications in Probability, vol. 23, 36. https://doi.org/10.1214/18-ECP134

APA

Riedle, M. (2018). Stable cylindrical Lévy processes and the stochastic Cauchy problem. Electronic Communications in Probability, 23, [36]. https://doi.org/10.1214/18-ECP134

Vancouver

Riedle M. Stable cylindrical Lévy processes and the stochastic Cauchy problem. Electronic Communications in Probability. 2018 Jun 7;23. 36. https://doi.org/10.1214/18-ECP134

Author

Riedle, Markus. / Stable cylindrical Lévy processes and the stochastic Cauchy problem. In: Electronic Communications in Probability. 2018 ; Vol. 23.

Bibtex Download

@article{2481c83a2e6d4cf18284a7df1f4a4891,
title = "Stable cylindrical L{\'e}vy processes and the stochastic Cauchy problem",
abstract = "In this work, we consider the stochastic Cauchy problem driven by the canonical α-stable cylindrical L{\'e}vy process. This noise naturally generalises the cylindrical Brownian motion or space-time Gaussian white noise. We derive a sufficient and necessary condition for the existence of the weak and mild solution of the stochastic Cauchy problem and establish the temporal irregularity of the solution.",
author = "Markus Riedle",
year = "2018",
month = jun,
day = "7",
doi = "10.1214/18-ECP134",
language = "English",
volume = "23",
journal = "Electronic Communications in Probability",
issn = "1083-589X",
publisher = "Institute of Mathematical Statistics",

}

RIS (suitable for import to EndNote) Download

TY - JOUR

T1 - Stable cylindrical Lévy processes and the stochastic Cauchy problem

AU - Riedle, Markus

PY - 2018/6/7

Y1 - 2018/6/7

N2 - In this work, we consider the stochastic Cauchy problem driven by the canonical α-stable cylindrical Lévy process. This noise naturally generalises the cylindrical Brownian motion or space-time Gaussian white noise. We derive a sufficient and necessary condition for the existence of the weak and mild solution of the stochastic Cauchy problem and establish the temporal irregularity of the solution.

AB - In this work, we consider the stochastic Cauchy problem driven by the canonical α-stable cylindrical Lévy process. This noise naturally generalises the cylindrical Brownian motion or space-time Gaussian white noise. We derive a sufficient and necessary condition for the existence of the weak and mild solution of the stochastic Cauchy problem and establish the temporal irregularity of the solution.

U2 - 10.1214/18-ECP134

DO - 10.1214/18-ECP134

M3 - Article

VL - 23

JO - Electronic Communications in Probability

JF - Electronic Communications in Probability

SN - 1083-589X

M1 - 36

ER -

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