SPDEs driven by Poisson random measure with non Lipschitz coefficients: existence results

DOI10.1007/S00440-006-0501-8zbMATH Open1119.60054OpenAlexW2007254397WikidataQ59225701 ScholiaQ59225701MaRDI QIDQ866946FDOQ866946

Authors: Erika Hausenblas 

Publication date: 14 February 2007

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-006-0501-8

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zbMATH Keywords

stochastic partial differential equationsexistence of solutionsSPDEPoisson random measure

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random measures (60G57)

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Cited In (31)

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• Uniqueness of invariant measures of infinite dimensional stochastic differential equations driven by Lévy noises
• Blow-up of solutions for semilinear stochastic delayed reaction-diffusion equations with Lévy noise
• Fokker-Planck equations and maximal dissipativity for Kolmogorov operators for SPDE driven by Lévy noise
• Semi-linear backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process
• Global solutions of stochastic 2D Navier-Stokes equations with Lévy noise
• Existence of Lévy term structure models
• The existence and asymptotic behaviour of solutions to non-Lipschitz stochastic functional evolution equations driven by Poisson jumps
• Approximation of the stochastic 2d hydrodynamical type systems driven by non-Gaussian Lévy noise
• On martingale solutions of stochastic partial differential equations with Lévy noise
• Ergodicity of linear SPDE driven by Lévy noise
• Existence, uniqueness and regularity of parabolic SPDEs driven by Poisson random measure
• Existence result for semilinear fractional stochastic evolution inclusions driven by Poisson jumps
• Stochastic reaction-diffusion equations driven by jump processes
• The existence and asymptotic behaviour of energy solutions to stochastic 2D functional Navier-Stokes equations driven by Lévy processes
• On a Burgers type nonlinear equation perturbed by a pure jump Lévy noise in \(\mathbb R^d\)
• Impulsive Noise Driven One-Dimensional Higher-Order Fractional Partial Differential Equations
• Strong solutions for the stochastic 3D LANS-\(\alpha\) model driven by non-Gaussian Lévy noise
• Stability and Strong Convergence for Spatial Stochastic Kinetics
• Existence and uniqueness of solutions of stochastic differential equations with non-Lipschitz diffusion and Poisson measure
• Strong solutions for SPDE with locally monotone coefficients driven by Lévy noise
• Well posedness of second-order impulsive fractional neutral stochastic differential equations
• One-dimensional McKean-Vlasov stochastic variational inequalities and coupled BSDEs with locally Hölder noise coefficients
• Invariant measures and a stability theorem for locally Lipschitz stochastic delay equations
• Ergodicity of stochastic 2D Navier-Stokes equation with Lévy noise
• Study a class of Hilfer fractional stochastic integrodifferential equations with Poisson jumps
• Pathwise uniqueness for an SPDE with jumps and non-Lipschitz coefficients
• Existence, uniqueness and regularity w.r.t. the initial condition of mild solutions of SPDEs driven by Poisson noise
• Optimal local Hölder index for density states of superprocesses with \((1+\beta )\)-branching mechanism
• Existence and uniqueness for a class of SPDEs driven by Lévy noise in Hilbert spaces
• The Euler equations of an inviscid incompressible fluid driven by a Lévy noise

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