A Graphical Representation of the Truncated Moment of the Solution of a Nonlinear SPDE
Boubaker Smii,
Dhaker Kroumi
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.
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