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arXiv:1010.5933 [math.PR]AbstractReferencesReviewsResources

Stochastic Reaction-diffusion Equations Driven by Jump Processes

Zdzisław Brzeźniak, Erika Hausenblas, Paul Razafimandimby

Published 2010-10-28, updated 2018-09-27Version 3

We establish the existence of weak martingale solutions to a class of second order parabolic stochastic partial differential equations. The equations are driven by multiplicative jump type noise, with a non-Lipschitz multiplicative functional. The drift in the equations contains a dissipative nonlinearity of polynomial growth.

Comments: See journal reference for teh final published version
Journal: Potential Analysis, Volume 49, Issue 1, pp 131--201, 2018
Categories: math.PR
Subjects: 60H15, 60G57
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