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...

Ausführliche Beschreibung

Bibliographische Detailangaben

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
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!