Global well-posedness of a class of stochastic equations with jumps

Advances in Difference Equations

Guoli Zhou¹ 

[1] School of Mathematics and Statistics, Chong Qing University, Chong Qing, P.R. China

关键词: stochastic evolution equation;    Lévy processes;    mild solution;   

DOI  :  10.1186/1687-1847-2013-175

学科分类：数学（综合）

来源: SpringerOpen

【 摘 要 】

The existence and uniqueness of a mild solution to stochastic equations with jumps are established, a stochastic Fubini theorem and a type of Burkholder-Davis-Gundy inequality are proved, and the two formulas are used to study the regularity property of the mild solution of a general stochastic evolution equation perturbed by jump processes. As applications, the regularity of a stochastic heat equation with jump is given. MSC:76S05, 60H15.

【 授权许可】

CC BY