Global well-posedness for hyperbolic SPDEs with non-Lipschitz coefficients driven by space-time Lévy white noise
Fuente:
arXiv
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| Autori principali: | , , |
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| Natura: | Preprint |
| Pubblicazione: |
2025
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| _version_ | 1866908707990798336 |
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| author | Balan, Raluca M. Jiménez, Juan J. Quer-Sardanyons, Lluís |
| author_facet | Balan, Raluca M. Jiménez, Juan J. Quer-Sardanyons, Lluís |
| contents | In this article, we study the global well-posedness of hyperbolic SPDEs on a bounded domain in $\mathbb{R}^d$, driven by a space-time Lévy white noise, when the drift and diffusion coefficients are locally Lipschitz and have linear growth. The equations are driven by two types of space-time Lévy noise: (i) a finite-variance Lévy white noise; or (ii) a symmetric Lévy basis that may have infinite variance. A typical example of noise of the second type is the symmetric $α$-stable (S$α$S) random measure with $α\in (0,2)$. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2511_23420 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Global well-posedness for hyperbolic SPDEs with non-Lipschitz coefficients driven by space-time Lévy white noise Balan, Raluca M. Jiménez, Juan J. Quer-Sardanyons, Lluís Probability Primary 60H15, Secondary: 60G60, 60G51, 60G52 In this article, we study the global well-posedness of hyperbolic SPDEs on a bounded domain in $\mathbb{R}^d$, driven by a space-time Lévy white noise, when the drift and diffusion coefficients are locally Lipschitz and have linear growth. The equations are driven by two types of space-time Lévy noise: (i) a finite-variance Lévy white noise; or (ii) a symmetric Lévy basis that may have infinite variance. A typical example of noise of the second type is the symmetric $α$-stable (S$α$S) random measure with $α\in (0,2)$. |
| title | Global well-posedness for hyperbolic SPDEs with non-Lipschitz coefficients driven by space-time Lévy white noise |
| topic | Probability Primary 60H15, Secondary: 60G60, 60G51, 60G52 |
| url | https://arxiv.org/abs/2511.23420 |