Integration with respect to Lévy colored noise, with applications to SPDEs
Integration with respect to Lévy colored noise, with applications to SPDEs
In this article, we introduce a Lévy analogue of the spatially homogeneous Gaussian noise of [5], and we construct a stochastic integral with respect to this noise. The spatial covariance of the noise is given by a tempered measure μ on , whose density is given by for a symmetric …