Stochastic Reaction-diffusion Equations Driven by Jump Processes
Probability
2018-09-28 v3
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.
Cite
@article{arxiv.1010.5933,
title = {Stochastic Reaction-diffusion Equations Driven by Jump Processes},
author = {Zdzisław Brzeźniak and Erika Hausenblas and Paul Razafimandimby},
journal= {arXiv preprint arXiv:1010.5933},
year = {2018}
}
Comments
See journal reference for teh final published version