Local well-posedness of Musiela's SPDE with Lévy noise
| dc.creator | Marinelli, Carlo | |
| dc.date | 2007-04-18 | |
| dc.date | 2008-08-22 | |
| dc.date.accessioned | 2026-07-07T09:57:34Z | |
| dc.date.available | 2026-07-07T09:57:34Z | |
| dc.description | We determine sufficient conditions on the volatility coefficient of Musiela's stochastic partial differential equation driven by an infinite dimensional L{é}vy process so that it admits a unique local mild solution in spaces of functions whose first derivative is square integrable with respect to a weight. | |
| dc.description | Final version | |
| dc.identifier | https://arxiv.org/abs/0704.2380 | |
| dc.identifier | http://arxiv.org/abs/0704.2380 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/167388 | |
| dc.subject | Probability | |
| dc.subject | 60G51; 60H15; 91B28 | |
| dc.title | Local well-posedness of Musiela's SPDE with Lévy noise | |
| dc.type | text |