Global well-posedness of a class of stochastic equations with jumps

DOI10.1186/1687-1847-2013-175MaRDI QIDQ1648749zbMATH OpenOpenAlexWikidataFDO

Authors Guoli Zhou

Publication date 27 June 2018

Published in Advances in Difference Equations (Search for Journal in Brave)

Copyright license Creative Commons Attribution 2.0 Generic

Full work available at URL https://doi.org/10.1186/1687-1847-2013-175

zbMATH Keywords

stochastic evolution equationmild solutionLévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs in connection with fluid mechanics (35Q35) Existence problems for PDEs: global existence, local existence, non-existence (35A01) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02) PDEs with randomness, stochastic partial differential equations (35R60)

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Cites work

• scientific article; zbMATH DE number 2006037 (Why is no real title available?)
• Lévy Processes and Stochastic Calculus
• Malliavin calculus for parabolic SPDEs with jumps.
• Parabolic SPDEs driven by Poisson white noise
• Stability of infinite dimensional stochastic evolution equations with memory and Markovian jumps
• Stochastic Partial Differential Equations with Levy Noise
• Stochastic generalized porous media equations with Lévy jump
• Stochastic partial differential equation driven by stable noise
• The heat equation with Lévy noise

Cited in

(4)

• Nonlinear stochastic partial differential equations of hyperbolic type driven by Lévy-type noises
• On classical solutions of linear stochastic integro-differential equations
• Mild solution of stochastic equations with Lévy jumps: existence, uniqueness, regularity and stability
• The Keller-Osserman-type conditions for the study of a semilinear elliptic system

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