Stochastic reaction-diffusion equations driven by jump processes

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Authors

Brzezniak, Zdzisław
Hausenblas, Erika

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Publisher

SpringerOpen

Abstract

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.

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Keywords

Ito integral driven by a Poisson random measure, Stochastic partial differential equations, Levy processes, Reaction diffusion equations

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Citation

Brzeźniak, Z., Hausenblas, E. & Razafimandimby, P.A. Stochastic reaction-diffusion equations driven by jump processes. Potential Analysis (2018) 49: 131. https://doi.org/10.1007/s11118-017-9651-9.