Fractional measure-dependent nonlinear second-order stochastic evolution equations with Poisson jumps

DOI10.1515/msds-2018-0005zbMath1391.60125MaRDI QIDQ1635304

Publication date: 6 June 2018

Published in: Nonautonomous Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/msds-2018-0005

zbMATH Keywords

fractional Brownian motion; second-order equation; cosine family; Poisson jumps; stochastic evolution equation

Mathematics Subject Classification ID

60H05: Stochastic integrals

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

60H20: Stochastic integral equations

35R09: Integro-partial differential equations

Related Items

Existence of solutions for mean-field integrodifferential equations with delay, A class of second-order McKean-Vlasov stochastic evolution equations driven by fractional Brownian motion and Poisson jumps

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