Stochastic reaction-diffusion equations driven by jump processes

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Peer-Reviewed Research
  • SDG 7
  • Abstract:

    We establish the existence of weak martingale solutions to a class of second order parabolic stochastic partial differential equations. The equations are driven by multiplicative jump type noise, with a non-Lipschitz multiplicative functional. The drift in the equations contains a dissipative nonlinearity of polynomial growth.