Stochastic Reaction-diffusion Equations Driven by Jump Processes
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Authors
Organisational units
External Organisational units
- University of Pretoria
- University of York
Abstract
We establish the existence of weak martingale solutions to a class of second order parabolic stochastic partial differential equations. The equations are driven by multiplicative jump type noise, with a non-Lipschitz multiplicative functional. The drift in the equations contains a dissipative nonlinearity of polynomial growth.
Details
| Original language | English |
|---|---|
| Pages (from-to) | 1-17 |
| Number of pages | 71 |
| Journal | Potential analysis |
| Publication status | Published - 2017 |
