Series expansions for SPDEs with symmetric $\alpha$-stable L\'evy noise
Series expansions for SPDEs with symmetric $\alpha$-stable L\'evy noise
In this article, we examine a stochastic partial differential equation (SPDE) driven by a symmetric $\alpha$-stable (S$\alpha$S) L\'evy noise, that is multiplied by a linear function $\sigma(u)=u$ of the solution. The solution is interpreted in the mild sense. For this models, in the case of the Gaussian noise, the solution …