English

Abstract Cauchy Problems in separable Banach Spaces driven by random Measures: Existence and Uniqueness

Probability 2017-10-06 v1

Abstract

The purpose of this paper is to study stochastic evolution inclusions of the form \begin{align*} \eta(t,z) N_{\Theta}(dt \otimes z)\in dX(t)+\mathcal{A} X(t)dt, \end{align*} where A\mathcal{A} is a multi-valued operator acting on a separable Banach space and NΘN_{\Theta} is the counting measure induced by a point process Θ\Theta. Firstly, we will set up the concepts of strong and mild solutions; then we will derive existence as well as uniqueness criteria for these kinds of solutions and give a representation formula for the solutions. The results will be formulated by means of nonlinear semigroup theory and except for separability, no assumptions on the underlying Banach space are required.

Keywords

Cite

@article{arxiv.1710.01796,
  title  = {Abstract Cauchy Problems in separable Banach Spaces driven by random Measures: Existence and Uniqueness},
  author = {Alexander Nerlich},
  journal= {arXiv preprint arXiv:1710.01796},
  year   = {2017}
}
R2 v1 2026-06-22T22:04:02.919Z