On existence and uniqueness of stochastic evolution equation with Poisson jumps
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Publication:1036616
DOI10.1016/J.SPL.2009.08.006zbMATH Open1182.60018OpenAlexW2000647467MaRDI QIDQ1036616FDOQ1036616
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
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Cites Work
- Stochastic generalized porous media and fast diffusion equations
- Stochastic evolution equations of jump type: Existence, uniqueness and large deviation princi\-ples
- On stochastics equations with respect to semimartingales ii. itô formula in banach spaces
- On stochastic equations with respect to semimartingales I.†
- On stochastic squations with respect to semimartingales III
Cited In (12)
- Complete controllability of stochastic evolution equations with jumps
- Existence and uniqueness of solutions to neutral stochastic functional differential equations with Poisson jumps
- Existence of solutions and approximate controllability of second-order stochastic differential systems with Poisson jumps and finite delay
- Impulsive-integral inequalities for attracting and quasi-invariant sets of impulsive stochastic partial differential equations with infinite delays
- Exponential stability of second-order stochastic evolution equations with Poisson jumps
- Approximate controllability of second-order neutral stochastic differential equations with infinite delay and Poisson jumps
- Yamada-Watanabe theorem for stochastic evolution equation driven by Poisson random measure
- Stabilization of Partial Differential Equations by Lévy Noise
- Existence of solutions and approximate controllability of impulsive fractional stochastic differential systems with infinite delay and Poisson jumps.
- Title not available (Why is that?)
- Title not available (Why is that?)
- Approximate controllability of a semilinear impulsive stochastic system with nonlocal conditions and Poisson jumps
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