Mild solutions of local non-Lipschitz stochastic evolution equations with jumps
نویسندگان
چکیده
منابع مشابه
On Stochastic Evolution Equations with Non-lipschitz Coefficients
In this paper, we study the existence and uniqueness of solutions for several classes of stochastic evolution equations with non-Lipschitz coefficients, that is, backward stochastic evolution equations, stochastic Volterra type evolution equations and stochastic functional evolution equations. In particular, the results can be used to treat a large class of quasi-linear stochastic equations, wh...
متن کاملExistence and Uniqueness of Mild Solutions to Some Neutral Stochastic Partial Functional Integrodifferential Equations with Non-Lipschitz Coefficients
متن کامل
Strong solutions for stochastic porous media equations with jumps
We prove global well-posedness in the strong sense for stochastic generalized porous media equations driven by locally square integrable martingales with stationary independent increments.
متن کاملStochastic Differential Equations with Jumps
Gradient estimates and a Harnack inequality are established for the semigroup associated to stochastic differential equations driven by Poisson processes. As applications, estimates of the transition probability density, the compactness and ultraboundedness of the semigroup are studied in terms of the corresponding invariant measure.
متن کاملStochastic equations of non-negative processes with jumps
Abstract. We study stochastic equations of non-negative processes with jumps. The existence and uniqueness of strong solutions are established under Lipschitz and non-Lipschitz conditions. The comparison property of two solutions are proved under suitable conditions. The results are applied to stochastic equations driven by one-sided Lévy processes and those of continuous state branching proces...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Applied Mathematics Letters
سال: 2016
ISSN: 0893-9659
DOI: 10.1016/j.aml.2015.08.020