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 is a multi-valued operator acting on a separable Banach space and is the counting measure induced by a point process . 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.
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}
}