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THE STOCHASTIC TRANSPORT EQUATION DRIVEN BY LEVY WHITE NOISE ¤

Communications in Mathematical Sciences (2004) 2(4) 627-641
DOI: 10.4310/CMS.2004.v2.n4.a4
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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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Proske, F. (2004). THE STOCHASTIC TRANSPORT EQUATION DRIVEN BY LEVY WHITE NOISE ¤. Communications in Mathematical Sciences, 2(4), 627–641. https://doi.org/10.4310/CMS.2004.v2.n4.a4

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