Fractional measure-dependent nonlinear second-order stochastic evolution equations with Poisson jumps

DOI10.1515/msds-2018-0005zbMath1391.60125OpenAlexW2803897992MaRDI QIDQ1635304

Micah Webster, Mark A. McKibben

Publication date: 6 June 2018

Published in: Nonautonomous Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/msds-2018-0005

zbMATH Keywords

fractional Brownian motionsecond-order equationcosine familyPoisson jumpsstochastic evolution equation

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20) Integro-partial differential equations (35R09)

Related Items

Existence of solutions for mean-field integrodifferential equations with delay ⋮ A class of second-order McKean-Vlasov stochastic evolution equations driven by fractional Brownian motion and Poisson jumps

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