2018•Advances in Difference EquationsOpen access

A white noise approach to stochastic partial differential equations driven by the fractional Lévy noise

Xuebin Lü, Wanyang Dai

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Abstract

In this paper, based on the white noise theory for d -parameter Lévy random fields given by (Holden et al. in Stochastic Partial Differential Equations: A modeling, white noise functional approach, 2010 ), we develop a white noise frame for anisotropic fractional Lévy random fields to solve the stochastic Poisson equation and the stochastic Schrödinger equation driven by the d -parameter fractional Lévy noise. The solutions for the two kinds of equations are all strong solutions given explicitly in the Lévy–Hida stochastic distribution space.

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In this paper, based on the white noise theory for d -parameter Lévy random fields given by (Holden et al. in Stochastic Partial Differential Equations: A modeling, white noise functional approach, 2010 ), we develop a white noise frame for anisotropic fractional Lévy random fields to solve the stochastic Poisson equation and the stochastic Schrödinger equation driven by the d -parameter fractional Lévy noise. The solutions for the two kinds of equations are all strong solutions given explicitly in the Lévy–Hida stochastic distribution space.

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Available abstract

In this paper, based on the white noise theory for d -parameter Lévy random fields given by (Holden et al. in Stochastic Partial Differential Equations: A modeling, white noise functional approach, 2010 ), we develop a white noise frame for anisotropic fractional Lévy random fields to solve the stochastic Poisson equation and the stochastic Schrödinger equation driven by the d -parameter fractional Lévy noise. The solutions for the two kinds of equations are all strong solutions given explicitly in the Lévy–Hida stochastic distribution space.

Key concepts: White noise, Stochastic partial differential equation, Mathematics, Stochastic differential equation, Mathematical analysis, Partial differential equation, Noise (video), Applied mathematics

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