SPDEs driven by Poisson random measure with non Lipschitz coefficients: existence results (Q866946)

The article deals with SPDEs driven by Poisson random measures with non-Lipschitz coefficients. The main result is the existence of martingale solutions for equations of the following type: \[ du(t) = (Au(t)+f(u(t-)) \;dt + \int_{z\in E} g(u(t-),z)(\eta-\gamma)\,(dz,dt), \qquad u(0)=u_0, \] considered in some Banach space \(E\). Here \(A\) generates an analytic semigroup in \(E\) and \(\eta\) is an \(E\)-valued Poisson random measure with compensator \(\gamma\), and the nonlinearities \(f\) and \(g\) satisfy some Hölder-type conditions. For instance, \[ \int_E| g(x,z)-g(y,z)| ^p\,\nu(dz) \leq C | x-y| ^{rp}\;, \] for some \(0<r<1\), where \(\nu\) is the characteristic measure of \(\eta\).