Existence of affine realizations for stochastic partial differential equations driven by Lévy processes
arXiv:1907.00335 · doi:10.1098/rspa.2015.0104
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.
arXiv comment19 pages
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