{
  "id": "0704.2380",
  "version": "v2",
  "published": "2007-04-18T16:23:19.000Z",
  "updated": "2008-08-22T18:15:59.000Z",
  "title": "Local well-posedness of Musiela's SPDE with Lévy noise",
  "authors": [
    "Carlo Marinelli"
  ],
  "comment": "Final version",
  "categories": [
    "math.PR"
  ],
  "abstract": "We determine sufficient conditions on the volatility coefficient of Musiela's stochastic partial differential equation driven by an infinite dimensional L{\\'e}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.",
  "revisions": [
    {
      "version": "v2",
      "updated": "2008-08-22T18:15:59.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60G51",
      "60H15",
      "91B28"
    ],
    "keywords": [
      "musielas spde",
      "local well-posedness",
      "lévy noise",
      "stochastic partial differential equation driven",
      "musielas stochastic partial differential equation"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2007arXiv0704.2380M"
    }
  }
}