Variational solutions of dissipative jump-type stochastic evolution equations (Q710914): Difference between revisions

As a representation of a stochastic evolution equation driven by Lévy noise the authors consider equations of the form \[ \begin{multlined} \text{d} X_t+AX_t\text{d} t=(b^0(X_t)+\gamma\sigma(X_t))+\sigma(X_t)\text{d} W_t+\int_{Z_1} g(X_{t-},z)\widetilde N(\text{d} z,\text{d} t)\\ +\int_{Z_2} h(X_{t-},z) N(\text{d} z,\text{d}t)\end{multlined} \] with \(X_0=x\in H\) on an evolution triple \(V\subset H\subset V^\ast\). \(W\) is a real valued Brownian motion and \(\widetilde N,\, N\) are a compensated and non-compensated Poisson random measure on \(\mathbb{R}^m\) associated with the jumps of a Levy process; \(Z_1=\{z\in \mathbb{R}^m: |z|\leq 1\},\, Z_2=\mathbb{R}^m/Z_1\). The operator \(A\) is coercive and bounded, \(b^0\) is an \(m\)-dissipative mapping on \(H\) satisfying a linear growth condition and \(\gamma\in\mathbb{R}\). Under the assumptions that \(\sigma\) is Lipschitz continuous on \(H\), \(|g(x,z)-g(y,z)|\leq L_g|x-y|\,|z|^2\) and \(g(0,z)=\sigma(0)=0\) for all \(x,y\in H\) and \(z\in Z_1\) the authors prove existence of a unique, global variational solution to the equation. Under the additional assumption of Lipschitz continuity of \(h\) for any fixed \(z\in Z_2\) and \(h(0,z)=0\) they provide a result on the existence of a unique invariant measure. Additionally they present under some further condition on \(b^0\) a result on mean-square stability of the variational solution. The final section deals with an invariant set associated to the solution of the equation in the special case of \(A=\Delta\) and \(h=g\).