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Thomas Marie Jean-Baptiste Humeau

Cette personne a quitté l’EPFL

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Publications associées (4)

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Stochastic partial differential equations driven by Lévy white noises : generalized random processes, random field solutions and regularity

Thomas Marie Jean-Baptiste Humeau

We study various aspects of stochastic partial differential equations driven by Lévy white noise. This driving noise, which is a generalization of Gaussian white noise, can be viewed either as a generalized random process or as an independently scattered r ...

EPFL2017

Random field solutions to linear SPDEs driven by symmetric pure jump Levy space-time white noises

Robert Dalang, Thomas Marie Jean-Baptiste Humeau

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 con ...

2019

Path properties of the solution to the stochastic heat equation with Levy noise

Robert Dalang, Carsten Hao Ye Chong, Thomas Marie Jean-Baptiste Humeau

We consider sample path properties of the solution to the stochastic heat equation, in Rd or bounded domains of Rd, driven by a Levy space-time white noise. When viewed as a stochastic process in time with values in an infinite-dimensional space, the solut ...

SPRINGER2019

The domain of definition of the Levy white noise

Thomas Marie Jean-Baptiste Humeau

It is possible to construct Levy white noises as generalized random processes in the sense of Gel'fand and Vilenkin, or as an independently scattered random measures introduced by Rajput and Rosinski. In this article, we unify those two approaches by exten ...

ELSEVIER2021