一类随机环境中的超Lévy过程

A class of super-Lévy processes in random environment

本文证明一种分布函数值随机偏微分方程解的存在性和轨道唯一性,以此给出一类随机环境中超Lévy过程的构造.本文还给出此类过程的生成元和鞅问题的刻画.

We prove the existence and pathwise uniqueness of a type of stochastic partial differential equations for distribution function-valued stochastic processes. The results give the construction of a class of super-Lévy processes in random environments. The process is also characterized in terms of its generator and martingale problem.