Stochastic Evolution Equations with Multiplicative Poisson Noise and Monotone Nonlinearity: A New Approach

2014/06/16 by Erfan Salavati, Salavati, Erfan, Bijan Z. Zangeneh +1
Economics, Econometrics and Finance · Mathematics · #47H05 #47J35 #60G51 #60H10 #60H15 #Differential Equations and Numerical Methods #FOS: Mathematics #Mathematical Biology Tumor Growth #Probability (math.PR) #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.1406.3908

openalex publication_date 2014/06/16 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Semilinear stochastic evolution equations with multiplicative Poisson noise and monotone nonlinear drift are considered. We do not impose coercivity conditions on coefficients. A novel method of proof for establishing existence and uniqueness of the mild solution is proposed. Examples on stochastic partial differential equations and stochastic delay differential equations are provided to demonstrate the theory developed.

Citations

• Strong solutions for SPDE with locally monotone coefficients driven by Lévy noise

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