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SPDEs driven by Poisson random measure with non Lipschitz coefficients: existence results
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  • Published: 24 April 2006

SPDEs driven by Poisson random measure with non Lipschitz coefficients: existence results

  • Erika Hausenblas1 

Probability Theory and Related Fields volume 137, pages 161–200 (2007)Cite this article

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Abstract

The article deals with SPDEs driven by Poisson random measure with non Lipschitz coefficients. Let A:E→E be a generator of an analytic semigroup on E, E being a certain Banach space. Let be a stochastic basis carrying an E-valued Poisson random measure η with characteristic measure ν and compensator γ. Let 1≤p≤2. Our point of interest is the existence of solutions to SPDE's of e.g.the following type

where g:E→L(E,E 0) is some mapping satisfying ∫ E |g(x,z)−g(y,z)|p ν(dz)≤C|x−y|rp, x,y ∈ E, where 0<r<1 satisfy certain condition specified later and is again a certain Banach space.

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Authors and Affiliations

  1. Department of Mathematics,  , Hellbrunnerstr. 34, 5020, Salzburg, Austria

    Erika Hausenblas

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  1. Erika Hausenblas
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Correspondence to Erika Hausenblas.

Additional information

This work was supported by the Austrian Academy of Science, APART 700 and FWF-Project P17273-N12

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Hausenblas, E. SPDEs driven by Poisson random measure with non Lipschitz coefficients: existence results. Probab. Theory Relat. Fields 137, 161–200 (2007). https://doi.org/10.1007/s00440-006-0501-8

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  • Received: 03 October 2005

  • Revised: 19 January 2006

  • Published: 24 April 2006

  • Issue Date: January 2007

  • DOI: https://doi.org/10.1007/s00440-006-0501-8

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Mathematics Subject Classification (2000)

  • 60H15

Key words or phrases

  • Stochastic partial differential equations
  • Poisson random measure
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