On martingale solutions of stochastic partial differential equations with Lévy noise

Mandrekar, V.; Naik-Nimbalkar, U.

doi:10.1090/tpms/1147

Authors: V. Mandrekar and U. V. Naik-Nimbalkar
Journal: Theor. Probability and Math. Statist. 104 (2021), 89-101
MSC (2020): Primary 60H15, 60H10; Secondary 60H20, 35R60
DOI: https://doi.org/10.1090/tpms/1147
Published electronically: September 24, 2021
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Abstract: We prove the uniqueness of martingale solutions for Hilbert space valued stochastic partial differential equations with Lévy noise generalizing the work in Mandrekar and Skorokhod (1998). The main idea used is to reduce this problem to that of a stochastic differential equation using the techniques introduced in Filipović et al. (2010). We do not assume the Lipschitz or the non-Lipschitz conditions for the coefficients of the equations.

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