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The existence and asymptotic behaviour of solutions to non-Lipschitz stochastic functional evolution equations driven by Poisson jumps
被引:15
|作者:
Taniguchi, Takeshi
[1
]
机构:
[1] Kurume Univ, Div Math Sci, Grad Sch Comparat Culture, Fukuoka 8398502, Japan
来源:
基金:
日本学术振兴会;
关键词:
Poisson jumps;
non-Lipschitz;
stochastic evolution equations;
PARTIAL-DIFFERENTIAL-EQUATIONS;
PARABOLIC SPDES DRIVEN;
SUCCESSIVE-APPROXIMATIONS;
EXPONENTIAL STABILITY;
COEFFICIENTS;
UNIQUENESS;
D O I:
10.1080/17442500903236353
中图分类号:
O29 [应用数学];
学科分类号:
070104 ;
摘要:
In this paper, we consider the existence and uniqueness of the energy solutions to the following non-Lipschitz stochastic functional evolution equation driven both by Brownian motion and by Poisson jumps {dX(t) = [A(t, X(t)) + f(t, X-t)]dt + g(t, X-t)dW(t) + integral(U) k(t,X-t,y)q(dtdy), t >= ), X-0 = (sic) is an element of D([-r, 0],H), where A(t, .) : V -> V* is a linear or nonlinear bounded operator, f : [0, infinity) x D([-r, 0], H) -> H, g : [0, infinity) x D([-r, 0], H) -> L-2(0)(K, H) and [0, infinity) x D([-r, 0], H) x F -> H are measurable functions. We also investigate the almost sure exponential stability of energy solutions by using the energy equality for this equation.
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页码:339 / 363
页数:25
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