Strong solutions for SPDE with locally monotone coefficients driven by L\'{e}vy noise
Analysis of PDEs
2013-05-22 v3 Probability
Abstract
Motivated by applications to a manifold of semilinear and quasilinear stochastic partial differential equations (SPDEs) we establish the existence and uniqueness of strong solutions to coercive and locally monotone SPDEs driven by L\'{e}vy processes. We illustrate the main result of our paper by showing how it can be applied to various types of SPDEs such as stochastic reaction-diffusion equations, stochastic Burgers type equations, stochastic 2D hydrodynamical systems and stochastic equations of non-Newtonian fluids, which generalize many existing results in the literature.
Keywords
Cite
@article{arxiv.1108.0343,
title = {Strong solutions for SPDE with locally monotone coefficients driven by L\'{e}vy noise},
author = {Zdzisław Brzeźniak and Wei Liu and Jiahui Zhu},
journal= {arXiv preprint arXiv:1108.0343},
year = {2013}
}
Comments
44 pages, more examples are added as application of the main results