dc.identifier.uri |
http://dx.doi.org/10.15488/2309 |
|
dc.identifier.uri |
http://www.repo.uni-hannover.de/handle/123456789/2335 |
|
dc.contributor.author |
Tappe, S.
|
|
dc.date.accessioned |
2017-11-17T09:26:03Z |
|
dc.date.available |
2017-11-17T09:26:03Z |
|
dc.date.issued |
2015 |
|
dc.identifier.citation |
Tappe, S.: Existence of affine realizations for stochastic partial differential equations driven by Lévy processes. In: Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences 471 (2015), Nr. 2178, 20150104. DOI: https://doi.org/10.1098/rspa.2015.0104 |
|
dc.description.abstract |
The goal of this paper is to clarify when a semilinear stochastic partial differential equation driven by Lévy processes admits an affine realization. Our results are accompanied by several examples arising in natural sciences and economics. © 2015 The Author(s) Published by the Royal Society. All rights reserved. |
eng |
dc.language.iso |
eng |
|
dc.publisher |
London : Royal Society of London |
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dc.relation.ispartofseries |
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences 471 (2015), Nr. 2178 |
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dc.rights |
Es gilt deutsches Urheberrecht. Das Dokument darf zum eigenen Gebrauch kostenfrei genutzt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden. Dieser Beitrag ist aufgrund einer (DFG-geförderten) Allianz- bzw. Nationallizenz frei zugänglich. |
|
dc.subject |
Affine realization |
eng |
dc.subject |
Invariant foliation |
eng |
dc.subject |
Quasi-exponential volatility |
eng |
dc.subject |
Stochastic partial differential equation |
eng |
dc.subject |
Differential equations |
eng |
dc.subject |
Stochastic programming |
eng |
dc.subject |
Stochastic systems |
eng |
dc.subject |
Affine realizations |
eng |
dc.subject |
Invariant foliations |
eng |
dc.subject |
Quasi-exponential volatility |
eng |
dc.subject |
Semilinear |
eng |
dc.subject |
Stochastic partial differential equation |
eng |
dc.subject |
Partial differential equations |
eng |
dc.subject.ddc |
510 | Mathematik
|
ger |
dc.title |
Existence of affine realizations for stochastic partial differential equations driven by Lévy processes |
|
dc.type |
Article |
|
dc.type |
Text |
|
dc.relation.issn |
1364-5021 |
|
dc.relation.doi |
https://doi.org/10.1098/rspa.2015.0104 |
|
dc.bibliographicCitation.issue |
2178 |
|
dc.bibliographicCitation.volume |
471 |
|
dc.bibliographicCitation.firstPage |
20150104 |
|
dc.description.version |
publishedVersion |
|
tib.accessRights |
frei zug�nglich |
|