Mild solutions of non-Lipschitz stochastic integrodifferential evolution equations
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Publication:2830325
DOI10.1002/mma.3879zbMath1348.60091OpenAlexW2288335096MaRDI QIDQ2830325
Mamadou Abdoul Diop, Aziz Mané, Tomás Caraballo Garrido
Publication date: 28 October 2016
Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)
Full work available at URL: https://idus.us.es/xmlui/handle/11441/52714
mild solutionsresolvent operatorslocal non-Lipschitz condition\(C_{0}\)-semigroupstochastic partial integrodifferential evolution equations
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Second-order parabolic systems (35K40)
Related Items (4)
Stability of a non-Lipschitz stochastic Riemann-Liouville type fractional differential equation driven by Lévy noise ⋮ On stochastic elliptic equations driven by Wiener process with non-local condition ⋮ Mild solutions of local non-Lipschitz neutral stochastic functional evolution equations driven by jumps modulated by Markovian switching ⋮ Stochastic fractional differential equations driven by Lévy noise under Carathéodory conditions
Cites Work
- Second-order neutral stochastic evolution equations with infinite delay under Carathéodory conditions
- The existence and uniqueness of energy solutions to local non-Lipschitz stochastic evolution equations
- Analytic resolvent operators for integral equations in Banach space
- Successive approximations to solutions of stochastic differential equations
- Existence and stability of solutions to non-Lipschitz stochastic differential equations driven by Lévy noise
- Stochastic partial differential equations and filtering of diffusion processes
- Resolvent Operators for Integral Equations in a Banach Space
- Stability of Infinite Dimensional Stochastic Differential Equations with Applications
- SUCCESSIVE APPROXIMATIONS OF INFINITE DIMENSIONAL SDES WITH JUMP
- On the successive approximation of solutions of stochastic differential equations
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