Stochastic Reaction-diffusion Equations Driven by Jump Processes
Publikationen: Beitrag in Fachzeitschrift › Artikel › Forschung › (peer-reviewed)
Standard
in: Potential analysis, Jahrgang 49.2018, Nr. July, 21.09.2017, S. 131-201.
Publikationen: Beitrag in Fachzeitschrift › Artikel › Forschung › (peer-reviewed)
Harvard
APA
Vancouver
Author
Bibtex - Download
}
RIS (suitable for import to EndNote) - Download
TY - JOUR
T1 - Stochastic Reaction-diffusion Equations Driven by Jump Processes
AU - Brzeźniak, Zdzisław
AU - Hausenblas, Erika
AU - Razafimandimby, Paul
PY - 2017/9/21
Y1 - 2017/9/21
N2 - 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.
AB - 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.
U2 - 10.1007/s11118-017-9651-9
DO - 10.1007/s11118-017-9651-9
M3 - Article
VL - 49.2018
SP - 131
EP - 201
JO - Potential analysis
JF - Potential analysis
SN - 0926-2601
IS - July
ER -
