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 language | English |
|---|---|
| Article number | 132 |
| Journal | International Journal of Analysis and Applications |
| Volume | 21 |
| DOIs | |
| State | Published - 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