Stochastic Reaction-diffusion Equations Driven by Jump Processes
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In: Potential analysis, Vol. 49.2018, No. July, 21.09.2017, p. 131-201.
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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 -
