Brzezniak, ZdzisławHausenblas, Erika2017-10-312017-10-312018-07Brzeźniak, Z., Hausenblas, E. & Razafimandimby, P.A. Stochastic reaction-diffusion equations driven by jump processes. Potential Analysis (2018) 49: 131. https://doi.org/10.1007/s11118-017-9651-9.0926-2601 (print)1572-929X (online)10.1007/s11118-017-9651-9http://hdl.handle.net/2263/62991We 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© The Author(s) 2017. This article is an open access publication.Ito integral driven by a Poisson random measureStochastic partial differential equationsLevy processesReaction diffusion equationsStochastic reaction-diffusion equations driven by jump processesArticle