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We study the notions of mild solution and generalized solution to a linear stochastic partial differential equation driven by a pure jump symmetric Levy white noise, with symmetric alpha-stable Levy white noise as an important special case. We identify conditions for existence of these two kinds of solutions, and, together with a new stochastic Fubini theorem, we provide conditions under which they are essentially equivalent. We apply these results to the linear stochastic heat, wave and Poisson equations driven by a symmetric alpha-stable Levy white noise.
Fernando José Henriquez Barraza
Volkan Cevher, Grigorios Chrysos, Fanghui Liu