continuous dependence on coefficients for stochastic evolution equations with multiplicative l'evy noise and monotone nonlinearity

semilinear stochastic evolution equations with multiplicative l'evy noise are considered‎. ‎the drift term is assumed to be monotone nonlinear and with linear growth‎. ‎unlike other similar works‎, ‎we do not impose coercivity conditions on coefficients‎. ‎we establish the continuous dependence of the mild solution with respect to initial conditions and also on coefficients. ‎as corollaries of the continuity result‎, ‎we derive sufficient conditions for asymptotic stability of the solutions‎, ‎we show that yosida approximations converge to the solution and we prove that solutions have markov property‎. ‎examples on stochastic partial differential equations and stochastic delay differential equations are provided to demonstrate the theory developed‎. ‎the main tool in our study is an inequality which gives a pathwise bound for the norm of stochastic convolution integrals‎.