Mild solutions of local non-Lipschitz stochastic evolution equations with jumps
From MaRDI portal
Publication:901002
DOI10.1016/J.AML.2015.08.020zbMATH Open1356.60106OpenAlexW1431029071MaRDI QIDQ901002FDOQ901002
Publication date: 23 December 2015
Published in: Applied Mathematics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.aml.2015.08.020
Recommendations
- Mild solutions of local non-Lipschitz neutral stochastic functional evolution equations driven by jumps modulated by Markovian switching
- Existence and uniqueness of mild solutions of a stochastic evolution equation with jumps and non-Lipschitz and non-time-homogeneous coefficients
- Mild solutions of non-Lipschitz stochastic integrodifferential evolution equations
- THE EXISTENCE AND UNIQUENESS FOR NON-LIPSCHITZ STOCHASTIC NEUTRAL DELAY EVOLUTION EQUATIONS DRIVEN BY POISSON JUMPS
- Existence, uniqueness and stability of mild solutions for time-dependent stochastic evolution equations with Poisson jumps and infinite delay
Cites Work
- Stochastic Equations in Infinite Dimensions
- Title not available (Why is that?)
- Approximation properties for solutions to non-Lipschitz stochastic differential equations with Lévy noise
- Successive approximations to solutions of stochastic differential equations
- Existence and stability of solutions to non-Lipschitz stochastic differential equations driven by Lévy noise
- Stochastic partial differential equations and filtering of diffusion processes
- Second-order neutral stochastic evolution equations with infinite delay under Carathéodory conditions
- On the successive approximation of solutions of stochastic differential equations
- SUCCESSIVE APPROXIMATIONS OF INFINITE DIMENSIONAL SDES WITH JUMP
- The existence and asymptotic behaviour of solutions to non-Lipschitz stochastic functional evolution equations driven by Poisson jumps
- THE EXISTENCE AND UNIQUENESS FOR NON-LIPSCHITZ STOCHASTIC NEUTRAL DELAY EVOLUTION EQUATIONS DRIVEN BY POISSON JUMPS
- Lyapunov functionals and asymptotic stability of stochastic delay evolution equations
Cited In (15)
- Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes
- Local mild solutions for rough stochastic partial differential equations
- Stochastic averaging principles for multi-valued stochastic differential equations driven by poisson point Processes
- Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion
- Title not available (Why is that?)
- The existence and uniqueness of energy solutions to local non-Lipschitz stochastic evolution equations
- Strong convergence in the \(p\)th-mean of an averaging principle for two-time-scales SPDEs with jumps
- Existence and uniqueness of mild solutions of a stochastic evolution equation with jumps and non-Lipschitz and non-time-homogeneous coefficients
- Large deviation principle for stochastic Boussinesq equations driven by Lévy noise
- Random attractors for stochastic differential equations driven by two-sided Lévy processes
- Mild solutions of local non-Lipschitz neutral stochastic functional evolution equations driven by jumps modulated by Markovian switching
- Existence of mild solutions for a class of fractional non-autonomous evolution equations with delay
- Stochastic fractional differential equations driven by Lévy noise under Carathéodory conditions
- On neutral impulsive stochastic differential equations with Poisson jumps
- Doubly-weighted pseudo almost automorphic solutions for nonlinear stochastic differential equations driven by Lévy noise
This page was built for publication: Mild solutions of local non-Lipschitz stochastic evolution equations with jumps
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q901002)
