Well-posedness for a class of dissipative stochastic evolution equations with Wiener and Poisson noise
Analysis of PDEs
2011-10-19 v1 Probability
Abstract
We prove existence and uniqueness of mild and generalized solutions for a class of stochastic semilinear evolution equations driven by additive Wiener and Poisson noise. The non-linear drift term is supposed to be the evaluation operator associated to a continuous monotone function satisfying a polynomial growth condition. The results are extensions to the jump-diffusion case of the corresponding ones proved in [4] for equations driven by purely discontinuous noise.
Keywords
Cite
@article{arxiv.1110.4100,
title = {Well-posedness for a class of dissipative stochastic evolution equations with Wiener and Poisson noise},
author = {Carlo Marinelli},
journal= {arXiv preprint arXiv:1110.4100},
year = {2011}
}
Comments
10 pages