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pro vyhledávání: '"Thomas Humeau"'
We consider sample path properties of the solution to the stochastic heat equation, in $${\mathbb {R}}^d$$ or bounded domains of $${\mathbb {R}}^d$$ , driven by a Levy space–time white noise. When viewed as a stochastic process in time with values
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::83e00e76446dd6386390f7fe4a9932cd
http://arxiv.org/abs/1711.07532
http://arxiv.org/abs/1711.07532
Autor:
Thomas Humeau, Robert C. Dalang
Publikováno v:
Ann. Probab. 45, no. 6B (2017), 4389-4418
We identify a necessary and sufficient condition for a Lévy white noise to be a tempered distribution. More precisely, we show that if the Lévy measure associated with this noise has a positive absolute moment, then the Lévy white noise almost sur
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7a797a32bba803ec6a258e4e70a578db
https://doi.org/10.1214/16-aop1168
https://doi.org/10.1214/16-aop1168
Autor:
Thomas Humeau, Julien Fageot
It is possible to construct Levy white noises as generalized random processes in the sense of Gel'fand and Vilenkin, or as an independently scattered random measures introduced by Rajput and Rosinski. In this article, we unify those two approaches by
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::381576955c7fbbdd428e277df5d57498
https://infoscience.epfl.ch/record/286034
https://infoscience.epfl.ch/record/286034
Autor:
Thomas Humeau, Robert C. Dalang
Publikováno v:
Electron. J. Probab.
We study the notions of mild solution and generalized solution to a linear stochastic partial differential equation driven by a pure jump symmetric Levy white noise, with symmetric $\alpha $-stable Levy white noise as an important special case. We id
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9dcfb191da1dd09a83d49afbdadb987f
https://infoscience.epfl.ch/record/267998
https://infoscience.epfl.ch/record/267998