Hyperbolic Type Stochastic Evolution Equations with Levy Noise

被引：1

作者：

Fu, Hongbo ^{[1
]}

Liu, Jicheng ^{[2
]}

Wan, Li ^{[1
]}

机构：

[1] Wuhan Text Univ, Coll Math & Comp Sci, Wuhan 430073, Peoples R China

[2] Huazhong Univ Sci & Technol, Sch Math & Stat, Wuhan 430074, Peoples R China

来源：

ACTA APPLICANDAE MATHEMATICAE | 2013年 / 125卷 / 01期

关键词：

Hyperbolic type stochastic evolution equations; Compensated Poisson random measure; Energy equality; WAVE-EQUATIONS; DRIVEN;

D O I：

10.1007/s10440-012-9787-y

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The existence and uniqueness of the solutions for a class of hyperbolic type stochastic evolution equations driven by some non-Gaussian L,vy processes are obtained. Moreover, an energy equality for the solutions of the equations is established. As examples, theses results are applied to a couple of stochastic wave type equations with jumps.

引用

页码：193 / 208

页数：16

共 50 条

[41] VARIATIONAL SOLUTIONS OF STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS WITH CYLINDRICAL LEVY NOISE
Kosmala, Tomasz
Riedle, Markus
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2021, 26 (06): : 2879 - 2898
[42] The existence and uniqueness of mild solutions to stochastic differential equations with Levy noise
Wang, Lasheng
ADVANCES IN DIFFERENCE EQUATIONS, 2017,
[43] Periodic averaging method for impulsive stochastic differential equations with Levy noise
Ma, Shuo
Kang, Yanmei
APPLIED MATHEMATICS LETTERS, 2019, 93 : 91 - 97
[44] Almost automorphic solutions for stochastic differential equations driven by Levy noise
Li, Zhi
Xu, Liping
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2020, 545
[45] Invariant measures and boundedness in the mean for stochastic equations driven by Levy noise
Maslowski, Bohdan
Tybl, Ondrej
STOCHASTICS AND DYNAMICS, 2022, 22 (03)
[46] BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY LEVY NOISE WITH APPLICATIONS IN FINANCE
Di Persio, Luca
Scandola, Elena
INTERDISCIPLINARY STUDIES OF COMPLEX SYSTEMS, 2013, (03): : 5 - 34
[47] Optimal Stopping of Stochastic Differential Equations with Delay Driven by Levy Noise
Federico, Salvatore
Oksendal, Bernt Karsten
POTENTIAL ANALYSIS, 2011, 34 (02) : 181 - 198
[48] Stochastic evolution equations with rough boundary noise
Neamtu, Alexandra
Seitz, Tim
PARTIAL DIFFERENTIAL EQUATIONS AND APPLICATIONS, 2023, 4 (06):
[49] THEOREM FOR LINEAR EVOLUTION EQUATIONS OF HYPERBOLIC TYPE
KOBAYASI, K
JOURNAL OF THE MATHEMATICAL SOCIETY OF JAPAN, 1979, 31 (04) : 647 - 654
[50] Approximations for Solutions of Levy-Type Stochastic Differential Equations
Baran, Michal
STOCHASTIC ANALYSIS AND APPLICATIONS, 2009, 27 (05) : 924 - 961

← 1 2 3 4 5 →