LOCAL WELL-POSEDNESS OF MUSIELA’S SPDE WITH LÉVY NOISE
研究了由无穷维Lévy过程驱动的Musiela随机偏微分方程，给出了波动率系数使得方程在加权平方可积函数空间中存在唯一局部温和解的充分条件。
We determine sufficient conditions on the volatility coefficient of Musiela’s stochastic partial differential equation driven by an infinite dimensional Lévy 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.