A Graphical Representation of the Truncated Moment of the Solution of a Nonlinear SPDE

Author:

Smii Boubaker,Kroumi Dhaker

Abstract

We consider a stochastic partial differential equation driven by a Lévy type noise (SPDE). Particular attention is given to the correlation function which measures the moments of the solution. Using the Feynman graph formalism, the solution of the SPDE as well as its truncated moments are given as a sum over specific graphs that are evaluated according to some rules. A remark on some applications will be given at the end of this work.

Publisher

SCIK Publishing Corporation

Subject

Applied Mathematics,Geometry and Topology,Business and International Management,Analysis

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