A Graphical Representation of the Truncated Moment of the Solution of a Nonlinear SPDE

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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.

Original languageEnglish
Article number132
JournalInternational Journal of Analysis and Applications
Volume21
DOIs
StatePublished - 2023

Bibliographical note

Publisher Copyright:
© 2023 the author(s).

Keywords

  • Feynman graphs
  • Green functions
  • Lévy noise
  • SPDEs

ASJC Scopus subject areas

  • Analysis
  • Business and International Management
  • Geometry and Topology
  • Applied Mathematics

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