Some Refinements of Existence Results for SPDEs Driven by Wiener Processes and Poisson Random Measures

We provide existence and uniqueness of global (and local) mild solutions for a general class of semilinear stochastic partial differential equations driven by Wiener processes and Poisson random measures under local Lipschitz and linear growth (or local boundedness, resp.) conditions. The so-called “method of the moving frame” allows us to reduce the SPDE problems to SDE problems.

• Publication year

  2012

• Venue

  International Journal of Stochastic Analysis

• Publication date

  2012-12-25

• Fields of study

  Mathematics

• Identifiers
  DOI 10.1155/2012/236327arXiv 1907.02362
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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