Lévy Flows and associated Stochastic PDEs

Abstract

In this paper, we first explore certain structural properties of Lévy flows and use this information to obtain the existence of strong solutions to a class of Stochastic PDEs in the space of tempered distributions, driven by Lévy noise. The uniqueness of the solutions follows from Monotonicity inequality. These results extend an earlier work Bhar (2017) on the diffusion case.

Update from the previous version: several typos have been corrected and further literature review has been added