Stochastic Reaction-diffusion Equations Driven by Jump Processes
Research output: Contribution to journal › Article › Research › peer-review
Authors
Organisational units
External Organisational units
- University of Pretoria
- Department of Mathematics, University of York
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.
Details
| Original language | English |
|---|---|
| Pages (from-to) | 131-201 |
| Number of pages | 71 |
| Journal | Potential analysis |
| Volume | 49.2018 |
| Issue number | July |
| DOIs | |
| Publication status | Published - 21 Sept 2017 |
