Stochastic Reaction-diffusion Equations Driven by Jump Processes
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External Organisational units
- University of Pretoria
- University of York
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.
|Number of pages||71|
|Publication status||Published - 2017|