Nonlinear stochastic partial differential equations of hyperbolic type driven by Lévy-type noises
From MaRDI portal
Publication:727486
DOI10.3934/dcdsb.2016097zbMath1378.60093OpenAlexW2394957492MaRDI QIDQ727486
Jiahui Zhu, Zdzisław Brzeźniak
Publication date: 7 December 2016
Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/dcdsb.2016097
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (4)
The stochastic Strichartz estimates and stochastic nonlinear Schrödinger equations driven by Lévy noise ⋮ Itô formula for mild solutions of SPDEs with Gaussian and non-Gaussian noise and applications to stability properties ⋮ Pathwise mild solutions for quasilinear stochastic partial differential equations ⋮ The stochastic nonlinear Schrödinger equations driven by pure jump noise
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A maximal inequality for stochastic convolutions in 2-smooth Banach spaces
- Existence, uniqueness and regularity of parabolic SPDEs driven by Poisson random measure
- Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients
- Semimartingales: A course on stochastic processes
- On a global solution and asymptotic behaviour for the generalized damped extensible beam equation
- Energy balance with the Landau-Lifshitz equation
- Martingale solutions and invariant measures for stochastic evolution equations in Banach spaces
- Lévy processes and stochastic von Bertalanffy models of growth, with application to fish population analysis
- Stochastic nonlinear beam equations
- Stochastic PDE for nonlinear vibration of elastic panels
- The surprise element: Jumps in interest rates.
- Ornstein-Uhlenbeck processes driven by cylindrical Lévy processes
- Integral continuity and stability for stochastic hyperbolic equations
- Nonlinear vibration of beams and rectangular plates
- Strong solutions for SPDE with locally monotone coefficients driven by Lévy noise
- Lévy Processes, Saltatory Foraging, and Superdiffusion
- Weak Solutions to Stochastic Wave Equations with Values in Riemannian Manifolds
- An estimate of Burkholder type for stochastic processes defined by the stochastic integral
- On stochastic equations with respect to semimartingales I.†
- Stability and Stabilizability of Infinite-Dimensional Systems
- On stochastic squations with respect to semimartingales III
- On abstract stochastic differential equation in hilbert spaces with dissipative drift
- Stochastic Partial Differential Equations with Levy Noise
This page was built for publication: Nonlinear stochastic partial differential equations of hyperbolic type driven by Lévy-type noises