Stochastic Reaction-diffusion Equations Driven by Jump Processes
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In: Potential analysis, 2017, p. 1-17.
Research output: Contribution to journal › Article › Research › peer-review
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TY - JOUR
T1 - Stochastic Reaction-diffusion Equations Driven by Jump Processes
AU - Hausenblas, Erika
AU - Razafimandimby, Paul
AU - Brzezniak, Zdzislaw
PY - 2017
Y1 - 2017
N2 - 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.
AB - 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.
M3 - Article
SP - 1
EP - 17
JO - Potential analysis
JF - Potential analysis
SN - 0926-2601
ER -
