Hyperbolic type stochastic evolution equations with Lévy noise (Q1956226)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Hyperbolic type stochastic evolution equations with Lévy noise
scientific article

    Statements

    Hyperbolic type stochastic evolution equations with Lévy noise (English)
    0 references
    0 references
    0 references
    0 references
    13 June 2013
    0 references
    Stochastic evolution equations (SEEs) of hyperbolic type driven by Lévy noise are considered. The authors study the existence and uniqueness for solutions of linear and nonlinear SEEs. They combine the method for solving deterministic evolution equations of second order in time with the iteration techniques for SEEs. An energy equality for nonlinear equations is established in the paper. The techniques used are based on the variational framework and the solutions are considered to be weak solution. As examples, these results are applied to stochastic wave-type equations with jumps.
    0 references
    0 references
    hyperbolic type stochastic evolution equations
    0 references
    compensated Poisson random measure
    0 references
    energy equality
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers