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On existence and uniqueness of stochastic evolution equation with Poisson jumps

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  • Zhao, Huiyan

Abstract

In this paper, we obtained the existence and uniqueness for solutions of stochastic evolution equations driven both by Brownian motion and Poisson point process under an abstract framework as in Ren et al. (2007).

Suggested Citation

  • Zhao, Huiyan, 2009. "On existence and uniqueness of stochastic evolution equation with Poisson jumps," Statistics & Probability Letters, Elsevier, vol. 79(22), pages 2367-2373, November.
    • Handle: RePEc:eee:stapro:v:79:y:2009:i:22:p:2367-2373
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