On existence and uniqueness of stochastic evolution equation with Poisson jumps

DOI10.1016/J.SPL.2009.08.006MaRDI QIDQ1036616zbMATH OpenOpenAlexFDO

Authors Huiyan Zhao

Publication date 13 November 2009

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2009.08.006

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites work

• On stochastic equations with respect to semimartingales I.^†
• On stochastic squations with respect to semimartingales III
• On stochastics equations with respect to semimartingales ii. itô formula in banach spaces
• Stochastic evolution equations of jump type: Existence, uniqueness and large deviation princi\-ples
• Stochastic generalized porous media and fast diffusion equations

Cited in

(16)

• Yamada-Watanabe theorem for stochastic evolution equation driven by Poisson random measure
• Second-order McKean-Vlasov stochastic evolution equation driven by Poisson jumps: existence, uniqueness and averaging principle
• Well-posedness for a class of dissipative stochastic evolution equations with Wiener and Poisson noise
• Exponential stability of second-order stochastic evolution equations with Poisson jumps
• Stochastic evolution equations of jump type: Existence, uniqueness and large deviation princi\-ples
• Approximate controllability of second-order neutral stochastic differential equations with infinite delay and Poisson jumps
• Approximate controllability of a semilinear impulsive stochastic system with nonlocal conditions and Poisson jumps
• Existence of solutions and approximate controllability of second-order stochastic differential systems with Poisson jumps and finite delay
• scientific article; zbMATH DE number 6177697 (Why is no real title available?)
• Stabilization of partial differential equations by Lévy noise
• Complete controllability of stochastic evolution equations with jumps
• Existence and uniqueness of solutions of nonlinear SPDE with jumps
• scientific article; zbMATH DE number 4201294 (Why is no real title available?)
• Existence of solutions and approximate controllability of impulsive fractional stochastic differential systems with infinite delay and Poisson jumps.
• Impulsive-integral inequalities for attracting and quasi-invariant sets of impulsive stochastic partial differential equations with infinite delays
• Existence and uniqueness of solutions to neutral stochastic functional differential equations with Poisson jumps

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