Well-posedness for a class of dissipative stochastic evolution equations with Wiener and Poisson noise
Carlo Marinelli

TL;DR
This paper establishes existence and uniqueness of solutions for a class of stochastic evolution equations driven by Wiener and Poisson noise, extending previous results to include jump-diffusion cases.
Contribution
It extends prior work by proving well-posedness for stochastic equations with both Wiener and Poisson noise, incorporating polynomial growth conditions.
Findings
Proves existence of mild solutions
Establishes uniqueness of solutions
Extends results to jump-diffusion noise cases
Abstract
We prove existence and uniqueness of mild and generalized solutions for a class of stochastic semilinear evolution equations driven by additive Wiener and Poisson noise. The non-linear drift term is supposed to be the evaluation operator associated to a continuous monotone function satisfying a polynomial growth condition. The results are extensions to the jump-diffusion case of the corresponding ones proved in [4] for equations driven by purely discontinuous noise.
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Taxonomy
TopicsStochastic processes and financial applications · Stability and Controllability of Differential Equations · Advanced Mathematical Modeling in Engineering
