The existence and uniqueness of mild solutions to stochastic differential equations with Lévy noise

The existence and uniqueness of mild solutions to stochastic differential equations with Lévy noise

Abstract In this paper, we study a class of neutral stochastic differential equations (NSDEs) with the cylindrical Brownian motion and Lévy noises in an infinite-dimensional Hilbert space. The existence and uniqueness of the mild solutions to these stochastic differential equations are discussed und...

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Bibliographic Details
Main Author: Lasheng Wang
Format: Article
Language:English
Published: SpringerOpen 2017-06-01
Series:Advances in Difference Equations
Subjects:
Banach contraction semigroup
coercivity condition
stochastic differential equations
compensated Poisson random measure
cylindrical Wiener process
Online Access:http://link.springer.com/article/10.1186/s13662-017-1224-0

Internet

http://link.springer.com/article/10.1186/s13662-017-1224-0

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