Stochastic Partial Differential Equations Driven by Lévy Processes

  • Helge Holden
  • Bernt Øksendal
  • Jan Ubøe
  • Tusheng Zhang
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).


Brownian Motion White Noise Fractional Brownian Motion Poisson Random Measure Stochastic Distribution 
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Copyright information

© Springer Science+Business Media, LLC 2010

Authors and Affiliations

  • Helge Holden
    • 1
    • 2
  • Bernt Øksendal
    • 3
  • Jan Ubøe
    • 4
  • Tusheng Zhang
    • 5
  1. 1.Department of Mathematical SciencesNorwegian University of Science and TechnologyTrondheimNorway
  2. 2.Center of Mathematics and Applications University of OsloOsloNorway
  3. 3.Department of MathematicsUniversity of OsloOsloNorway
  4. 4.Department of EconomicsNorwegian School of Economics and Business AdministrationBergenNorway
  5. 5.University of Manchester School of MathematicsManchesterUK

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