Roger Temam, University of Paris & Indiana University
Stochastic partial differential equations are commonly used, the stochastic term being added in the equations to model uncertainties or the lack of understanding of the physics of the problem. Most commonly, the stochastic term is a white noise, corresponding to a continuous in time Wiener process. Recent developments in meteorology and biology showed the need to consider discontinuous in time noises, the most typical one being the Lévy noise.