Stochastic fractional partial differential equations driven by Poisson white noise

Salah Hajji[1]

  • [1] Department of Mathematics Faculty of Sciences Semlalia Cadi Ayyad University BP. 2390 Marrakesh, MOROCCO.

Annales mathématiques Blaise Pascal (2008)

  • Volume: 15, Issue: 1, page 43-55
  • ISSN: 1259-1734

Abstract

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We study a stochastic fractional partial differential equations of order α > 1 driven by a compensated Poisson measure. We prove existence and uniqueness of the solution and we study the regularity of its trajectories.

How to cite

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Hajji, Salah. "Stochastic fractional partial differential equations driven by Poisson white noise." Annales mathématiques Blaise Pascal 15.1 (2008): 43-55. <http://eudml.org/doc/10552>.

@article{Hajji2008,
abstract = {We study a stochastic fractional partial differential equations of order $\alpha &gt; 1$ driven by a compensated Poisson measure. We prove existence and uniqueness of the solution and we study the regularity of its trajectories.},
affiliation = {Department of Mathematics Faculty of Sciences Semlalia Cadi Ayyad University BP. 2390 Marrakesh, MOROCCO.},
author = {Hajji, Salah},
journal = {Annales mathématiques Blaise Pascal},
keywords = {Stochastic partial differential equations; fractional derivative operator; Poisson measure; stochastic partial differential equations},
language = {eng},
month = {1},
number = {1},
pages = {43-55},
publisher = {Annales mathématiques Blaise Pascal},
title = {Stochastic fractional partial differential equations driven by Poisson white noise},
url = {http://eudml.org/doc/10552},
volume = {15},
year = {2008},
}

TY - JOUR
AU - Hajji, Salah
TI - Stochastic fractional partial differential equations driven by Poisson white noise
JO - Annales mathématiques Blaise Pascal
DA - 2008/1//
PB - Annales mathématiques Blaise Pascal
VL - 15
IS - 1
SP - 43
EP - 55
AB - We study a stochastic fractional partial differential equations of order $\alpha &gt; 1$ driven by a compensated Poisson measure. We prove existence and uniqueness of the solution and we study the regularity of its trajectories.
LA - eng
KW - Stochastic partial differential equations; fractional derivative operator; Poisson measure; stochastic partial differential equations
UR - http://eudml.org/doc/10552
ER -

References

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  7. N. Ikeda, S. Watanabe, Stochastic differential equations and diffusion processes, (1989), North-Holland Publishing Company. Mathematical Library 24., Holland Zbl0684.60040MR1011252
  8. I. Podlubny, Fractional Differential equations: an Introduction to Fractional Derivatives, Fractional Differential equations, to Methods of Their Solution and Some of their Applications, (1999), Academic Press, San Diego, CA. Zbl0924.34008MR1658022
  9. J.B. Walsh., An Introduction to stochastic partial differential equations, Lecture Notes in Mathematics 1180 (1986), 266-437, Springer Berlin / Heidelberg Zbl0608.60060MR876085
  10. J. Zabczyk., Symmetric solutions of semilinear stochastic equations, Lecture Notes in Mathematics 1390 (1988), 237-256, Springer Berlin / Heidelberg Zbl0701.60060MR1019609

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