Hyperbolic type stochastic evolution equations with Lévy noise
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.
hyperbolic type stochastic evolution equations
scientific article; zbMATH DE number 6175223
scientific article