Stochastic Partial Differential Equations Driven by Lévy Processes
Part of the Universitext book series (UTX)
In the last decades there has been an increased interest in stochastic models based on other processes than the Brownian motion B(t).
KeywordsBrownian Motion White Noise Fractional Brownian Motion Poisson Random Measure Stochastic Distribution
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
Unable to display preview. Download preview PDF.
© Springer Science+Business Media, LLC 2010