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

Bin Pei, Yong Xu

Research output: Contribution to journalArticlepeer-review

18 Scopus citations

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 languageEnglish
Pages (from-to)80-86
Number of pages7
JournalApplied Mathematics Letters
Volume52
DOIs
StatePublished - 1 Feb 2016

Keywords

  • Jump
  • Local non-Lipschitz condition
  • Mild solutions
  • Stochastic evolution equations

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