Stochastic fractional partial differential equations driven by Poisson white noise
[Équations aux dérivées partielles fractionnaires stochastiques dirigées par un bruit poissonnien]
Hajji, Salah
Annales mathématiques Blaise Pascal, Tome 15 (2008), p. 43-55 / Harvested from Numdam
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On étudie une équation aux dérivées partielles stochastiques fractionnaires d’ordre α>1 dirigée par une mesure de Poisson compensée. On montre l’existence et l’unicité de la solution et on étudie la régularité de ses trajectoires.

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.

Publié le : 2008-01-01
DOI : https://doi.org/10.5802/ambp.238
Classification:  26A33,  60H15
Mots clés: EDPS, Dérivation fractionnaire, mesure de Poisson 
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     author = {Hajji, Salah},
     title = {Stochastic fractional partial differential equations driven by Poisson white noise},
     journal = {Annales math\'ematiques Blaise Pascal},
     volume = {15},
     year = {2008},
     pages = {43-55},
     doi = {10.5802/ambp.238},
     zbl = {1154.26008},
     mrnumber = {2418012},
     language = {en},
     url = {http://dml.mathdoc.fr/item/AMBP_2008__15_1_43_0}
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Hajji, Salah. Stochastic fractional partial differential equations driven by Poisson white noise. Annales mathématiques Blaise Pascal, Tome 15 (2008) pp. 43-55. doi : 10.5802/ambp.238. http://gdmltest.u-ga.fr/item/AMBP_2008__15_1_43_0/

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