Parabolic SPDEs driven by Poisson white noise

doi:10.1016/S0304-4149(97)00112-9

Stochastic Processes and their Applications

Volume 74, Issue 1, 1 May 1998, Pages 21-36

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Abstract

Stochastic partial differential equations (SPDEs) of parabolic type driven by (pure) Poisson white noise are investigated in this paper. These equations are interpreted as stochastic integral equations of the jump type involving evolution kernels. Existence and uniqueness of the solution is established.

MSC

primary 60H15

secondary 35R60

Keywords

Parabolic SPDEs

Poisson white noise

Stochastic integral equations of jump type

Existence and uniqueness

Cited by (0)

¹: BiBoS-Research Centre, Bielefeld, Germany; CERFIM, Locarno, Switzerland.

²: On leave from Institute of Applied Mathematics, Academia Sinica, Beijing 100080, People’s Republic of China.