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| dc.contributor.author | Brzezniak, Zdzisław
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| dc.contributor.author | Hausenblas, Erika
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| dc.date.accessioned | 2017-10-31T11:44:52Z | |
| dc.date.available | 2017-10-31T11:44:52Z | |
| dc.date.issued | 2018-07 | |
| dc.description.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. | en_ZA |
| dc.description.department | Mathematics and Applied Mathematics | en_ZA |
| dc.description.librarian | am2017 | en_ZA |
| dc.description.sponsorship | This work was supported by the FWF-Project P17273-N12 | en_ZA |
| dc.description.uri | https://link.springer.com/journal/11118 | en_ZA |
| dc.identifier.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. | en_ZA |
| dc.identifier.issn | 0926-2601 (print) | |
| dc.identifier.issn | 1572-929X (online) | |
| dc.identifier.other | 10.1007/s11118-017-9651-9 | |
| dc.identifier.uri | http://hdl.handle.net/2263/62991 | |
| dc.language.iso | en | en_ZA |
| dc.publisher | SpringerOpen | en_ZA |
| dc.rights | © The Author(s) 2017. This article is an open access publication. | en_ZA |
| dc.subject | Ito integral driven by a Poisson random measure | en_ZA |
| dc.subject | Stochastic partial differential equations | en_ZA |
| dc.subject | Levy processes | en_ZA |
| dc.subject | Reaction diffusion equations | en_ZA |
| dc.title | Stochastic reaction-diffusion equations driven by jump processes | en_ZA |
| dc.type | Article | en_ZA |
