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arXiv · 1010.5933

Stochastic Reaction-diffusion Equations Driven by Jump Processes

Zdzisław Brzeźniak·Erika Hausenblas·Paul Razafimandimby
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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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Zdzisław Brzeźniak, Erika Hausenblas, Paul Razafimandimby. 2018-09-27. Stochastic Reaction-diffusion Equations Driven by Jump Processes. https://doi.org/10.1007/s11118-017-9651-9

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