Stochastic Reaction-diffusion Equations Driven by Jump Processes

By Zdzisław Brzeźniak, Erika Hausenblas, Paul André Razafimandimby. Potential Analysis, 2010

86 citations recorded by the source corpus.

We establish the existence of weak martingale solutions to a class of second order parabolic stochastic partial differential equations. The equations are driven by multiplicative jump type noise, with a non-Lipschitz multiplicative functional. The drift in the equations contains a dissipative nonlinearity of polynomial growth.

Subfields: Computational Theory and Mathematics, Control and Systems Engineering, Finance

View Paper: https://www.semanticscholar.org/paper/ed940c380fe135e17180db1e2778d895c9687bde

Citations in the corpus

• Well-posedness of stochastic partial differential equations with fully local monotone coefficients (2022, unknown): “1 in [5]), there exist a new probability space (Ω̃, F̃ , P̃) and a sequence of Υ-valued random vectors {(X̃n, W̃n)} and (X̃, W̃ ) such that (i) W̃n = W̃ for any n ∈ N, P̃-a.”