Existence of affine realizations for stochastic partial differential equations driven by Lévy processes
Fuente:
arXiv
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| Autore principale: | |
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| Natura: | Preprint |
| Pubblicazione: |
2019
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| Soggetti: | |
| Accesso online: | |
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| _version_ | 1866908666012106752 |
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| author | Tappe, Stefan |
| author_facet | Tappe, Stefan |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_1907_00335 |
| institution | arXiv |
| publishDate | 2019 |
| record_format | arxiv |
| spellingShingle | Existence of affine realizations for stochastic partial differential equations driven by Lévy processes Tappe, Stefan Probability Mathematical Finance 60H15, 91G80 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. |
| title | Existence of affine realizations for stochastic partial differential equations driven by Lévy processes |
| topic | Probability Mathematical Finance 60H15, 91G80 |
| url | https://arxiv.org/abs/1907.00335 |