Abstract
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.
Original language | English |
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Pages (from-to) | 80-86 |
Number of pages | 7 |
Journal | Applied Mathematics Letters |
Volume | 52 |
DOIs | |
State | Published - 1 Feb 2016 |
Keywords
- Jump
- Local non-Lipschitz condition
- Mild solutions
- Stochastic evolution equations