The existence and asymptotic behaviour of solutions to non-Lipschitz stochastic functional evolution equations driven by Poisson jumps
Author:
Affiliation:
1. a Division of Mathematical Sciences, Graduate School of Comparative Culture , Kurume University , Miimachi, Kurume, Fukuoka, 839-8502, Japan
Publisher
Informa UK Limited
Subject
Modelling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/17442500903236353
Reference27 articles.
1. Parabolic SPDEs driven by Poisson white noise
2. Lévy Processes and Stochastic Calculus
3. Approximations to mild solutions of stochastic semilinear equations with non-Lipschitz coefficients
4. On a type of stochastic differential equations driven by countably many Brownian motions
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