Existence of affine realizations for stochastic partial differential equations driven by Lévy processes

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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
dc.relation.ispartofseries Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences 471 (2015), Nr. 2178
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


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