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  • 标题:Global well-posedness of a class of stochastic equations with jumps
  • 本地全文:下载
  • 作者:Guoli Zhou
  • 期刊名称:Advances in Difference Equations
  • 印刷版ISSN:1687-1839
  • 电子版ISSN:1687-1847
  • 出版年度:2013
  • 卷号:2013
  • 期号:1
  • 页码:175
  • DOI:10.1186/1687-1847-2013-175
  • 语种:English
  • 出版社:Hindawi Publishing Corporation
  • 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.
  • 关键词:stochastic evolution equation ; Lévy processes ; mild solution
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