10 citations · 10 across the 1 of their papers we have counts for
4 papers
Random field solutions to linear SPDEs driven by symmetric pure jump Lévy space-time white noises
Robert C. Dalang, Thomas Humeau
We study the notions of mild solution and generalized solution to a linear stochastic partial differential equation driven by a pure jump symmetric Lévy white noise. We identify co…
Path properties of the solution to the stochastic heat equation with Lévy noise
Carsten Chong, Robert C. Dalang, Thomas Humeau
We consider sample path properties of the solution to the stochastic heat equation, in or bounded domains of , driven by a Lévy space-time white noise.…
The Domain of Definition of the Lévy White Noise
Julien Fageot, Thomas Humeau
It is possible to construct Lévy white noises as generalized random processes in the sense of Gel'fand and Vilenkin, or as an independently scattered random measures introduced by…
Lévy Processes and Lévy White Noise as Tempered Distributions
Robert C. Dalang, Thomas Humeau
We identify a necessary and sufficient condition for a Lévy white noise to be a tempered distribution. More precisely, we show that if the Lévy measure associated with this noise h…