Stochastic Reaction-diffusion Equations Driven by Jump Processes

Zdzisław Brzeźniak; Erika Hausenblas; Paul Razafimandimby

doi:10.1007/s11118-017-9651-9

Stochastic Reaction-diffusion Equations Driven by Jump Processes

Zdzisław Brzeźniak, Erika Hausenblas, Paul Razafimandimby

Chair of Applied Mathematics (170)

Research output: Contribution to journal › Article › Research › peer-review

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.

Original language	English
Pages (from-to)	131-201
Number of pages	71
Journal	Potential analysis
Volume	49.2018
Issue number	July
DOIs	https://doi.org/10.1007/s11118-017-9651-9
Publication status	Published - 21 Sept 2017

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10.1007/s11118-017-9651-9

Cite this

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title = "Stochastic Reaction-diffusion Equations Driven by Jump Processes",

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.",

author = "Zdzis{\l}aw Brze{\'z}niak and Erika Hausenblas and Paul Razafimandimby",

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AU - Razafimandimby, Paul

PY - 2017/9/21

Y1 - 2017/9/21

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.

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M3 - Article

SN - 0926-2601

VL - 49.2018

SP - 131

EP - 201

JO - Potential analysis

JF - Potential analysis

IS - July

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