Communications in Mathematical Sciences

Volume 2 (2004)

Number 4

The Stochastic Transport Equation Driven by Levy White Noise

Pages: 627 – 641

DOI: https://dx.doi.org/10.4310/CMS.2004.v2.n4.a4

Author

Frank Proske

Abstract

In this paper we demonstrate how concepts of white noise analysis can be used to give an explicit solution to a stochastic transport equation driven by Levy white noise.

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Published 1 January 2004