Existence, uniqueness and stability of mild solutions for time-dependent stochastic evolution equations with Poisson jumps and infinite delay (Q635804): Difference between revisions

A semilinear stochastic evolution equation driven by a Poisson random measure and a Brownian motion is considered, wherein the nonlinearity in drift and the diffusion matrix depend on the entire past trajectory. Under a condition weaker than Lipschitz, existence, uniqueness and mean square stability in initial data are established for the mild solution. An example of a stochastic nonlinear evolution equation is also given.