Stochastic Reaction-diffusion Equations Driven by Jump Processes

Stochastic Reaction-diffusion Equations Driven by Jump Processes

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 nonlin...

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Veröffentlicht in:Potential analysis 2018-07, Vol.49 (1), p.131-201
Hauptverfasser: Brzeźniak, Zdzisław, Hausenblas, Erika, Razafimandimby, Paul André
Format: Artikel
Sprache:eng
Schlagworte:
Functional Analysis
Geometry
Martingales
Mathematical analysis
Mathematics
Mathematics and Statistics
Partial differential equations
Potential Theory
Probability Theory and Stochastic Processes
Reaction-diffusion equations
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Zusammenfassung: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.
ISSN:0926-2601
1572-929X
DOI:10.1007/s11118-017-9651-9