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• W2233132280 abstract "In this article, we give a new proof of the Itô formula for some integral processes related to the space-time Lévy noise introduced in [1] [2] as an alternative for the Gaussian white noise perturbing an SPDE. We discuss two applications of this result, which are useful in the study of SPDEs driven by a space-time Lévy noise with finite variance: a maximal inequality for the p-th moment of the stochastic integral, and the Itô representation theorem leading to a chaos expansion similar to the Gaussian case." @default.
• W2233132280 created "2016-06-24" @default.
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• W2233132280 date "2015-01-01" @default.
• W2233132280 modified "2023-09-30" @default.
• W2233132280 title "It&amp;ocirc; Formula for Integral Processes Related to Space-Time L&amp;eacute;vy Noise" @default.
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• W2233132280 doi "https://doi.org/10.4236/am.2015.610156" @default.
• W2233132280 hasPublicationYear "2015" @default.
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