Stochastic evolution equations with exponential type fluctuation
نویسندگان
چکیده
منابع مشابه
Stochastic evolution equations with multiplicative Poisson noise and monotone nonlinearity
Semilinear stochastic evolution equations with multiplicative Poisson noise and monotone nonlinear drift in Hilbert spaces are considered. The coefficients are assumed to have linear growth. We do not impose coercivity conditions on coefficients. A novel method of proof for establishing existence and uniqueness of the mild solution is proposed. Examples on stochastic partial differentia...
متن کاملOn time-dependent neutral stochastic evolution equations with a fractional Brownian motion and infinite delays
In this paper, we consider a class of time-dependent neutral stochastic evolution equations with the infinite delay and a fractional Brownian motion in a Hilbert space. We establish the existence and uniqueness of mild solutions for these equations under non-Lipschitz conditions with Lipschitz conditions being considered as a special case. An example is provided to illustrate the theory
متن کاملContinuous dependence on coefficients for stochastic evolution equations with multiplicative Levy Noise and monotone nonlinearity
Semilinear stochastic evolution equations with multiplicative L'evy noise are considered. The drift term is assumed to be monotone nonlinear and with linear growth. Unlike other similar works, we do not impose coercivity conditions on coefficients. We establish the continuous dependence of the mild solution with respect to initial conditions and also on coefficients. As corollaries of ...
متن کاملStochastic evolution equations with multiplicative noise
We study parabolic stochastic partial differential equations (SPDEs), driven by two types of operators: one linear closed operator generating a C0−semigroup and one linear bounded operator with Wick-type multiplication, all of them set in the infinite dimensional space framework of white noise analysis. We prove existence and uniqueness of solutions for this class of SPDEs. In particular, we al...
متن کاملStochastic evolution equations with fractional Brownian motion
In this paper linear stochastic evolution equations driven by infinite-dimensional fractional Brownian motion are studied. A necessary and sufficient condition for the existence and uniqueness of the solution is established and the spatial regularity of the solution is analyzed; separate proofs are required for the cases of Hurst parameter above and below 1/2. The particular case of the Laplaci...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 1987
ISSN: 0304-4149
DOI: 10.1016/0304-4149(87)90088-3