Research output: Contribution to journal › Article

Original language | English |
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Number of pages | 20 |

Journal | Discrete and continuous dynamical systems-Series b |

Accepted/In press | 24 Apr 2020 |

Additional links |

AMS 2010 Subject Classification: 60H15, 60G51, 60G20, 28A35

**pure (variational-published-3)**pure_variational_published_3_.pdf, 352 KB, application/pdf

Uploaded date:12 May 2020

In this article, the existence of a unique solution in the variational approach of the stochastic evolution equation

$$\dX(t) = F(X(t)) \dt + G(X(t)) \dL(t)$$

driven by a cylindrical Lévy process L is established. The coefficients F and G are assumed to satisfy the usual monotonicity and coercivity conditions. The noise is modelled by a cylindrical Lévy processes which is assumed to belong to a certain subclass of cylindrical Lévy processes and may not have finite moments.

$$\dX(t) = F(X(t)) \dt + G(X(t)) \dL(t)$$

driven by a cylindrical Lévy process L is established. The coefficients F and G are assumed to satisfy the usual monotonicity and coercivity conditions. The noise is modelled by a cylindrical Lévy processes which is assumed to belong to a certain subclass of cylindrical Lévy processes and may not have finite moments.

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