Some refinements of existence results for SPDEs driven by Wiener processes and Poisson random measures (Q1929672): Difference between revisions

Summary: We provide existence and uniqueness of global (and local) mild solutions for a general class of semilinear stochastic partial differential equations driven by Wiener processes and Poisson random measures under local Lipschitz and linear growth (or local boundedness, resp.) conditions. The so-called method of the moving frame allows us to reduce the SPDE problems to SDE problems.

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Mathematics Subject Classification ID

60H15

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zbMATH DE Number

6123589

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zbMATH Keywords

global (and local) mild solutions

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semilinear stochastic partial differential equations

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method of the moving frame

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MaRDI profile type

MaRDI publication profile

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Stochastic Equations in Infinite Dimensions

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A concise course on stochastic partial differential equations

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Stochastic Volterra equations in Banach spaces and stochastic partial differential equation

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Stochastic Differential Equations in Infinite Dimensions

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Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise

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Jump-diffusions in Hilbert spaces: existence, stability and numerics

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A submartingale type inequality with applicatinos to stochastic evolution equations

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A stopped Doob inequality for stochastic convolution integrals and stochastic evolution equations

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SPDEs in infinite dimension with Poisson noise

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Stochastic Partial Differential Equations with Levy Noise

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Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise

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EXISTENCE, UNIQUENESS AND REGULARITY w.r.t. THE INITIAL CONDITION OF MILD SOLUTIONS OF SPDEs DRIVEN BY POISSON NOISE

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Q4778955

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SUCCESSIVE APPROXIMATIONS OF INFINITE DIMENSIONAL SDES WITH JUMP

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Q4082773

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Term Structure Models Driven by Wiener Processes and Poisson Measures: Existence and Positivity

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Invariant manifolds with boundary for jump-diffusions

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Q4002114

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Existence and uniqueness of path wise solutions for stochastic integral equations driven by Lévy noise on separable Banach spaces

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On the successive approximation of solutions of stochastic differential equations

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Successive approximations to solutions of stochastic differential equations

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Q5600360

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Q4169795

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Stochastic Convolutions Driven by Martingales: Maximal Inequalities and Exponential Integrability

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A Note on Maximal Inequality for Stochastic Convolutions

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Sitelinks

Mathematics(1 entry)

mardi Publication:1929672

@@ Property / cites work @@
+Stochastic Equations in Infinite Dimensions
@@ Property / cites work: Stochastic Equations in Infinite Dimensions / rank @@
+Normal rank
@@ Property / cites work @@
+A concise course on stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+Stochastic Volterra equations in Banach spaces and stochastic partial differential equation
+Normal rank
@@ Property / cites work @@
+Stochastic Differential Equations in Infinite Dimensions
+Normal rank
@@ Property / cites work @@
+Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise
+Normal rank
@@ Property / cites work @@
+Jump-diffusions in Hilbert spaces: existence, stability and numerics
+Normal rank
@@ Property / cites work @@
+A submartingale type inequality with applicatinos to stochastic evolution equations
+Normal rank
@@ Property / cites work @@
+A stopped Doob inequality for stochastic convolution integrals and stochastic evolution equations
+Normal rank
@@ Property / cites work @@
+SPDEs in infinite dimension with Poisson noise
@@ Property / cites work: SPDEs in infinite dimension with Poisson noise / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Partial Differential Equations with Levy Noise
+Normal rank
@@ Property / cites work @@
+Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise
+Normal rank
@@ Property / cites work @@
+EXISTENCE, UNIQUENESS AND REGULARITY w.r.t. THE INITIAL CONDITION OF MILD SOLUTIONS OF SPDEs DRIVEN BY POISSON NOISE
+Normal rank
@@ Property / cites work @@
+Q4778955
@@ Property / cites work: Q4778955 / rank @@
+Normal rank
@@ Property / cites work @@
+SUCCESSIVE APPROXIMATIONS OF INFINITE DIMENSIONAL SDES WITH JUMP
+Normal rank
@@ Property / cites work @@
+Q4082773
@@ Property / cites work: Q4082773 / rank @@
+Normal rank
@@ Property / cites work @@
+Term Structure Models Driven by Wiener Processes and Poisson Measures: Existence and Positivity
+Normal rank
@@ Property / cites work @@
+Invariant manifolds with boundary for jump-diffusions
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Existence and uniqueness of path wise solutions for stochastic integral equations driven by Lévy noise on separable Banach spaces
+Normal rank
@@ Property / cites work @@
+On the successive approximation of solutions of stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Successive approximations to solutions of stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Q5600360
@@ Property / cites work: Q5600360 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4169795
@@ Property / cites work: Q4169795 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Convolutions Driven by Martingales: Maximal Inequalities and Exponential Integrability
+Normal rank
@@ Property / cites work @@
+A Note on Maximal Inequality for Stochastic Convolutions
+Normal rank