Abstract
We establish the existence of weak martingale solutions to a class of second order parabolic stochastic partial differential equations. The equations are driven by multiplicative jump type noise, with a non-Lipschitz multiplicative functional. The drift in the equations contains a dissipative nonlinearity of polynomial growth.
Original language | English |
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Pages (from-to) | 1-17 |
Number of pages | 71 |
Journal | Potential analysis |
Publication status | Published - 2017 |