Well-posedness and asymptotic behavior for stochastic reaction-diffusion equations with multiplicative Poisson noise
Carlo Marinelli, Michael R\"ockner

TL;DR
This paper proves well-posedness and investigates the long-term behavior of stochastic reaction-diffusion equations with multiplicative Poisson noise, introducing new inequalities for stochastic convolutions.
Contribution
It establishes well-posedness for a class of stochastic equations with polynomial growth and introduces a novel maximal inequality for stochastic convolutions in $L_p$ spaces.
Findings
Proves well-posedness in the mild sense.
Studies existence and uniqueness of invariant measures.
Develops a new maximal inequality for stochastic convolutions.
Abstract
We establish well-posedness in the mild sense for a class of stochastic semilinear evolution equations with a polynomially growing quasi-monotone nonlinearity and multiplicative Poisson noise. We also study existence and uniqueness of invariant measures for the associated semigroup in the Markovian case. A key role is played by a new maximal inequality for stochastic convolutions in spaces.
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Taxonomy
TopicsStochastic processes and financial applications · Advanced Mathematical Modeling in Engineering · Stability and Controllability of Differential Equations
