Équations aux dérivées partielles stochastiques avec bruit de Lévy
In this thesis, we develop a stochastic calculus for the space-time Lévy white noise introduced in [1] as an alternative for the Gaussian white noise perturbing an stochastic partial differential equation (SPDE). We give a new proof for the Itô formula for some integral processes related to this Lév...
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| Language: | fr |
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Université d'Ottawa / University of Ottawa
2016
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| Online Access: | http://hdl.handle.net/10393/35232 http://dx.doi.org/10.20381/ruor-190 |