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math.PR2006
How to determine the law of the noise driving a SPDE
H. Gottschalk, B. Smii
We consider a stochastic partial differential equation (SPDE) on a lattice \partial_t X=(Δ-m^2)X-λX^p+ηwhere is a space-time Lévy noise. A perturbative (in the sense of formal…
math.PR2006
The Feynman graph representation of convolution semigroups and its applications to Lévy statistics
Hanno Gottschalk, Boubaker Smii, Horst Thaler
We consider the Cauchy problem for a pseudo-differential operator which has a translation-invariant and analytic symbol. For a certain set of initial conditions, a formal solution…