Stochastic reaction-diffusion equations driven by jump processes
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Date
Authors
Brzezniak, Zdzisław
Hausenblas, Erika
Journal Title
Journal ISSN
Volume Title
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.
Description
Keywords
Ito integral driven by a Poisson random measure, Stochastic partial differential equations, Levy processes, Reaction diffusion equations
Sustainable Development Goals
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.