Global well-posedness of a class of stochastic equations with jumps

被引：2

作者：

Zhou, Guoli ^{[1
]}

机构：

[1] Chongqing Univ, Sch Math & Stat, Chongqing 630044, Peoples R China

来源：

ADVANCES IN DIFFERENCE EQUATIONS | 2013年

关键词：

stochastic evolution equation; Levy processes; mild solution; PARABOLIC SPDES; NOISE; DRIVEN;

D O I：

10.1186/1687-1847-2013-175

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The existence and uniqueness of a mild solution to stochastic equations with jumps are established, a stochastic Fubini theorem and a type of Burkholder-Davis-Gundy inequality are proved, and the two formulas are used to study the regularity property of the mild solution of a general stochastic evolution equation perturbed by jump processes. As applications, the regularity of a stochastic heat equation with jump is given. MSC: 76S05, 60H15.

引用

页数：23

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