Mild solutions of local non-Lipschitz stochastic evolution equations with jumps

被引:16
|
作者
Pei, Bin [1 ]
Xu, Yong [1 ]
机构
[1] Northwestern Polytech Univ, Dept Appl Math, Xian 710072, Peoples R China
关键词
Mild solutions; Local non-Lipschitz condition; Jump; Stochastic evolution equations; DIFFERENTIAL-EQUATIONS; SUCCESSIVE-APPROXIMATIONS; POISSON JUMPS; LEVY NOISE; EXISTENCE; DRIVEN;
D O I
10.1016/j.aml.2015.08.020
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
By estimating the coefficients functions in the stochastic energy equality, the existence and uniqueness of mild solutions to stochastic evolution equations (SEEs) under local non-Lipschitz condition proposed by Taniguchi with jumps are proved here. The results of Taniguchi (2009) are generalized and improved as a special case of our theory. It should be pointed that the proof for SEEs with jumps is certainly not a straightforward generalization of that for SEEs without jumps and some new techniques are developed to cope with the difficulties due to the Poisson random measures. (C) 2015 Elsevier Ltd. All rights reserved.
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页码:80 / 86
页数:7
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