The existence and asymptotic behaviour of solutions to non-Lipschitz stochastic functional evolution equations driven by Poisson jumps

DOI10.1080/17442500903236353zbMath1219.60064OpenAlexW2079197148MaRDI QIDQ3080990

Takeshi Taniguchi

Publication date: 11 March 2011

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442500903236353

zbMATH Keywords

Poisson random measurestochastic evolution equationnon-Lipschitz stochastic equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20)

Related Items (9)

\(L^{p}\)-strong convergence of the averaging principle for slow-fast SPDEs with jumps ⋮ Asymptotic behavior, attracting and quasi-invariant sets for impulsive neutral SPFDE driven by Lévy noise ⋮ Mild solutions of local non-Lipschitz stochastic evolution equations with jumps ⋮ Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion ⋮ The existence and asymptotic behaviour of energy solutions to stochastic 2D functional Navier-Stokes equations driven by Lévy processes ⋮ Averaging principle for neutral stochastic functional differential equations with impulses and non-Lipschitz coefficients ⋮ Existence Result for Semilinear Fractional Stochastic Evolution Inclusions Driven by Poisson Jumps ⋮ Existence results for second-order stochastic differential inclusions driven by Lévy noise ⋮ Coupled system of second-order stochastic neutral differential inclusions driven by Wiener process and Poisson jumps

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