Some refinements of existence results for SPDEs driven by Wiener processes and Poisson random measures
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Publication:1929672
Abstract: We provide existence and uniqueness of global (and local) mild solutions for a general class of semilinear stochastic partial differential equations driven by Wiener processes and Poisson random measures under local Lipschitz and linear growth (or local boundedness, resp.) conditions. The so-called "method of the moving frame" allows us to reduce the SPDE problems to SDE problems.
Summary: We provide existence and uniqueness of global (and local) mild solutions for a general class of semilinear stochastic partial differential equations driven by Wiener processes and Poisson random measures under local Lipschitz and linear growth (or local boundedness, resp.) conditions. The so-called method of the moving frame allows us to reduce the SPDE problems to SDE problems.
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Cited in
(18)- Volterra-type Ornstein-Uhlenbeck processes in space and time
- Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models
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