Stochastic Reaction-diffusion Equations Driven by Jump Processes
Autor: | Paul André Razafimandimby, Zdzisław Brzeźniak, Erika Hausenblas |
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Rok vydání: | 2017 |
Předmět: |
Probability (math.PR)
010102 general mathematics Multiplicative function Mathematical analysis 01 natural sciences Stochastic partial differential equation 010104 statistics & probability Nonlinear system Reaction–diffusion system FOS: Mathematics Dissipative system Jump 60H15 60G57 0101 mathematics Martingale (probability theory) Mathematics - Probability Analysis Mathematics |
Zdroj: | Potential Analysis. 49:131-201 |
ISSN: | 1572-929X 0926-2601 |
DOI: | 10.1007/s11118-017-9651-9 |
Popis: | 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. Comment: See journal reference for teh final published version |
Databáze: | OpenAIRE |
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