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Stochastic evolution equations with multiplicative Poisson noise and monotone nonlinearity

Salavati, E ; Sharif University of Technology

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  1. Type of Document: Article
  2. Abstract:
  3. Semilinear stochastic evolution equations with multiplicative Poisson noise and monotone nonlinear drift in Hilbert spaces are considered. The coefficients are assumed to have linear growth. 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. © 2017 Iranian Mathematical Society
  4. Keywords:
  5. Itö type inequality ; Lévy noise ; Monotone operator ; Stochastic convolution integral ; Stochastic evolution equation
  6. Source: Bulletin of the Iranian Mathematical Society ; Volume 43, Issue 5 , 2017 , Pages 1287-1299 ; 10186301 (ISSN)
  7. URL: http://bims.iranjournals.ir/article_1024.html