Wick product and stochastic partial differential equations with Poisson measure

A. Dermoune

Annales mathématiques Blaise Pascal (1997)

  • Volume: 4, Issue: 2, page 11-25
  • ISSN: 1259-1734

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Dermoune, A.. "Wick product and stochastic partial differential equations with Poisson measure." Annales mathématiques Blaise Pascal 4.2 (1997): 11-25. <http://eudml.org/doc/79186>.

@article{Dermoune1997,
author = {Dermoune, A.},
journal = {Annales mathématiques Blaise Pascal},
keywords = {Wick product; Poisson measure; stochastic integral},
language = {eng},
number = {2},
pages = {11-25},
publisher = {Laboratoires de Mathématiques Pures et Appliquées de l'Université Blaise Pascal},
title = {Wick product and stochastic partial differential equations with Poisson measure},
url = {http://eudml.org/doc/79186},
volume = {4},
year = {1997},
}

TY - JOUR
AU - Dermoune, A.
TI - Wick product and stochastic partial differential equations with Poisson measure
JO - Annales mathématiques Blaise Pascal
PY - 1997
PB - Laboratoires de Mathématiques Pures et Appliquées de l'Université Blaise Pascal
VL - 4
IS - 2
SP - 11
EP - 25
LA - eng
KW - Wick product; Poisson measure; stochastic integral
UR - http://eudml.org/doc/79186
ER -

References

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  3. A. Dermoune, Non-commutative Burgers equation, to appear inHokkaido Mathematical Journal (1995). Zbl0857.60058MR1395702
  4. A. Dermoune, P. Krée, L. Wu, Calcul stochastique non adapté par rapport à la mesure aléatoire de Poisson, in : J. Azéma, P.A. Meyer and M. Yor, Séminaire de Probabilités XXII, Lect.Notes in Math.1321 (Springer-Verlag, Berlin, Heidelberg, New York, 1988) pp.477-484. Zbl0653.60045MR960543
  5. H. Holden, T. Lindstrom, B. Oksendal, J. Uboe, T.S. Zhang, The Burgers equation with a noisy force and the stochastic heat equation. Comm. PDE.19 (1994) 119-141. Zbl0804.35158MR1257000
  6. P. Krée, Théorie des distributions en dimension quelconque et intégrales stochastiques. Stochastic analysis and related topics (Silivri, 1986), Lect.Notes in Math.1316 (Springer, Berlin, New-York, 1988) pp.170-233. Zbl0648.60063MR953796
  7. D. Nualart, E. Pardoux, Stochastic calculus with anticipating integrands. Probab. Theory Relat.Fields78 (1988) 80-129. Zbl0629.60061MR950346
  8. D. Nualart, J. Vives, Anticipative calculus for the Poisson process based on the Fock space in: J. Azéma, P.A.Meyer and M. Yor, Séminaire de Probabilités XXIV, Lect.Notes in Math.1426 (Springer-Verlag, Berlin, Heidelberg, New York, 1990) pp.154-165. Zbl0701.60048MR1071538
  9. D. Nualart, M. Zakai, Generalized Brownian functionals and the solution to a stochastic partial differential equation. J.Functional Analysis84 (1989) 279-296. Zbl0682.60046MR1001461
  10. D. Surgailis, On multiple Poisson stochastic integrals and associated Markov Semi-groups. Probability and Math-Stat, vol.3, Fasc.2 (1984) 217-239. Zbl0548.60058MR764148
  11. G.B. Whitham, Linear and nonlinear waves (Wiley, New York, Chichester, Brisbane, Toronto, Singapore, 1974). Zbl0373.76001MR483954

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