Hyperbolic type stochastic evolution equations with Lévy noise
type: Item
instance of: scholarly article
title: Hyperbolic type stochastic evolution equations with Lévy noise
zbMATH Open document ID: 1276.60065
author: Hongbo Fu
author: Jicheng Liu
author: Li Wan
published in: Acta Applicandae Mathematicae
publication date: 2013-06-13T00:00:00Z
review text: Stochastic evolution equations (SEEs) of hyperbolic type driven by Lévy noise are considered. The authors study the existence and uniqueness for solutions of linear and nonlinear SEEs. They combine the method for solving deterministic evolution equations of second order in time with the iteration techniques for SEEs. An energy equality for nonlinear equations is established in the paper. The techniques used are based on the variational framework and the solutions are considered to be weak solution. As examples, these results are applied to stochastic wave-type equations with jumps.
reviewed by: Carles Rovira
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 35L90
Mathematics Subject Classification ID: 74G25
zbMATH DE Number: 6175223
zbMATH Keywords: hyperbolic type stochastic evolution equations
zbMATH Keywords: compensated Poisson random measure
zbMATH Keywords: energy equality
MaRDI profile type: Publication
full work available at URL: s10440-012-9787-y
OpenAlex ID: W2040727831
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DOI: 10.1007/S10440-012-9787-Y
description: scientific article; zbMATH DE number 6175223