Pathwise uniqueness and non-explosion of SDEs driven by compensated Poisson random measures

2019 ◽  
Vol 150 ◽  
pp. 61-67
Author(s):  
Chen Wang ◽  
Tusheng Zhang
2014 ◽  
Vol 57 (12) ◽  
pp. 2563-2576
Author(s):  
YiMing Jiang ◽  
KeHua Shi ◽  
SuXin Wang

2007 ◽  
Vol 07 (04) ◽  
pp. 439-457 ◽  
Author(s):  
LIJUN BO ◽  
KEHUA SHI ◽  
YONGJIN WANG

In this paper, we study a class of nonlocal stochastic Kuramoto–Sivashinsky equations driven by compensated Poisson random measures and show the existence and uniqueness of the weak solution to the equation. Furthermore, we prove that an invariant measure of the equation indeed exists under some appropriate assumptions.


1983 ◽  
Vol 11 (4) ◽  
pp. 904-908
Author(s):  
Timothy C. Brown ◽  
Joseph Kupka

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