Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5774164 | Journal of Differential Equations | 2017 | 32 Pages |
Abstract
The characterization of the covariance function of the solution process to a stochastic partial differential equation is considered in the parabolic case with multiplicative Lévy noise of affine type. For the second moment of the mild solution, a well-posed deterministic space-time variational problem posed on projective and injective tensor product spaces is derived, which subsequently leads to a deterministic equation for the covariance function.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Kristin Kirchner, Annika Lang, Stig Larsson,