|
abstract:
In this talk, we consider the following stochastic PDE driven by L\\`evy processes:
$$
du=(D_i(a^{ij}u_{x^j}+b^iu)+cu_{x^i}+du+f)dt +
(\\sigma^{ik}u_{x^i}+\\nu^ku+g^k)dZ^k_t.
$$
Here $i,j=1,2,...,n$ and $k=1,2,...$.
All the coefficients of the equation are random and depend
also on space and time variables. We present the uniqueness and existence results in $L_2$-spaces. |
