The existence and uniqueness of mild solutions to stochastic differential equations with Lévy noise
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Publication:1631116
DOI10.1186/s13662-017-1224-0zbMath1422.60106OpenAlexW2643899184WikidataQ59525099 ScholiaQ59525099MaRDI QIDQ1631116
Publication date: 5 December 2018
Published in: Advances in Difference Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13662-017-1224-0
stochastic differential equationscylindrical Wiener processcoercivity conditioncompensated Poisson random measureBanach contraction semigroup
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) White noise theory (60H40) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)
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