Stochastic Processes and their Applications · 2008 · 26 citations · 8 references
EngineeringMathematicsPhysicsProbability TheoryStochastic ModelingStochastic ProcessesBrownian MotionContinuous-time Stochastic ProcessesLévy ProcessesMarkov ProcessesStochastic CalculusStochastic Differential EquationsHeat EquationInvariant MeasuresLévy - Khintchine FormulaLévy MeasureLévy-driven Stochastic Differential Equations
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The heat equation with Lévy noise1
Carl Mueller · Stochastic Processes and their Applications · 1998 · 84 citations · Full text