2 citations · 2 across the 2 of their papers we have counts for
2 papers
math.PR2014
Stochastic Partial Differential Equations Driven by Fractional Levy Noises
Xuebin Lu, Wanyang Dai
In this paper, we investigate stochastic partial differential equations driven by multi-parameter anisotropic fractional Levy noises, including the stochastic Poisson equation, the…
math.PR2013★ 2 cited
Stochastic integration for fractional Levy process and stochastic differential equation driven by fractional Levy noise
Xuebin Lu, Wanyang Dai
In this paper, based on the white noise analysis of square integrable pure-jump Levy process given by [1], we define the formal derivative of fractional Levy process defined by the…