Mueller, Carl - In: Stochastic Processes and their Applications 74 (1998) 1, pp. 67-82
We prove short-time existence for parabolic equations with Lévy noise of the form where is nonnegative Lévy noise of index is the power of the Laplacian, , and is a continuous nonnegative function. is a bounded open domain in . A sufficient condition for short time existence is While we cannot...