Abstract
We consider a stochastic partial differential equation driven by a Lévy type noise (SPDE). Particular attention is given to the correlation function which measures the moments of the solution. Using the Feynman graph formalism, the solution of the SPDE as well as its truncated moments are given as a sum over specific graphs that are evaluated according to some rules. A remark on some applications will be given at the end of this work.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
More From: International Journal of Analysis and Applications
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.