2 papers
math.PR2023
Existence and Uniqueness of Stochastic PDEs associated with the Forward Equations: An Approach using Alternate Norms
Suprio Bhar, Rajeev Bhaskaran, Arvind Kumar Nath
We consider stochastic PDEs \[dY_t = L(Y_t)\, dt + A(Y_t).\, dB_t, t > 0\] and associated PDEs \[du_t = L u_t\, dt, t > 0\] with regular initial conditions. Here, and are c…
math.PR2022
Lévy Flows and associated Stochastic PDEs
Arvind Kumar Nath, Suprio Bhar
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 th…