The existence and uniqueness of mild solutions to stochastic differential equations with Lévy noise

DOI10.1186/s13662-017-1224-0zbMath1422.60106OpenAlexW2643899184WikidataQ59525099 ScholiaQ59525099MaRDI QIDQ1631116

La-Sheng Wang

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

zbMATH Keywords

stochastic differential equationscylindrical Wiener processcoercivity conditioncompensated Poisson random measureBanach contraction semigroup

Mathematics Subject Classification ID

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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Existence and Uniqueness for a Class of SPDEs Driven by L'{e}vy Noise in Hilbert Spaces, On martingale solutions of stochastic partial differential equations with Lévy noise, Hilfer fractional stochastic system driven by mixed Brownian motion and Lêvy noise suffered by non-instantaneous impulses

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