On existence and uniqueness of stochastic evolution equation with Poisson jumps

DOI10.1016/j.spl.2009.08.006zbMath1182.60018OpenAlexW2000647467MaRDI QIDQ1036616

Huiyan Zhao

Publication date: 13 November 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.08.006

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (8)

Approximate controllability of a semilinear impulsive stochastic system with nonlocal conditions and Poisson jumps ⋮ Approximate controllability of second-order neutral stochastic differential equations with infinite delay and Poisson jumps ⋮ Exponential stability of second-order stochastic evolution equations with Poisson jumps ⋮ Complete controllability of stochastic evolution equations with jumps ⋮ Impulsive-integral inequalities for attracting and quasi-invariant sets of impulsive stochastic partial differential equations with infinite delays ⋮ Stabilization of Partial Differential Equations by Lévy Noise ⋮ Existence of solutions and approximate controllability of impulsive fractional stochastic differential systems with infinite delay and Poisson jumps. ⋮ Yamada-Watanabe theorem for stochastic evolution equation driven by Poisson random measure

Cites Work

• Stochastic evolution equations of jump type: Existence, uniqueness and large deviation princi\-ples
• Stochastic generalized porous media and fast diffusion equations
• On stochastic equations with respect to semimartingales I.^†
• On stochastics equations with respect to semimartingales ii. itô formula in banach spaces
• On stochastic squations with respect to semimartingales III

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