Existence, uniqueness and regularity of parabolic SPDEs driven by Poisson random measure

被引:48
作者
Hausenblas, E [1 ]
机构
[1] Salzburg Univ, Dept Math, A-5020 Salzburg, Austria
关键词
stochastic integral of jump type; stochastic partial differential equations; Poisson random measures;
D O I
10.1214/EJP.v10-297
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this paper we investigate SPDE's in certain Banach spaces driven by a Poison random measure. We show existence and uniqueness of the solution, investigate a certain integrability properties and verify the cadlag property.
引用
收藏
页码:1496 / 1546
页数:51
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