Mild solutions of local non-Lipschitz stochastic evolution equations with jumps

Bin Pei, Yong Xu

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18 引用 (Scopus)

摘要

By estimating the coefficients functions in the stochastic energy equality, the existence and uniqueness of mild solutions to stochastic evolution equations (SEEs) under local non-Lipschitz condition proposed by Taniguchi with jumps are proved here. The results of Taniguchi (2009) are generalized and improved as a special case of our theory. It should be pointed that the proof for SEEs with jumps is certainly not a straightforward generalization of that for SEEs without jumps and some new techniques are developed to cope with the difficulties due to the Poisson random measures.

源语言英语
页(从-至)80-86
页数7
期刊Applied Mathematics Letters
52
DOI
出版状态已出版 - 1 2月 2016

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