文章基本信息

标题：Global well-posedness of a class of stochastic equations with jumps
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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