Differential and Integral Equations

Fractional stochastic evolution equations with Lévy noise

Stefano Bonaccorsi

Abstract

In this paper, we consider the problem of existence and uniqueness for a class of abstract integral Volterra equations in a Hilbert space $H$ perturbed by an additive noise of L\'evy type, with nonLipschitz nonlinearities. We find the solution in the space of mean square continuous and predictable processes from ${\mathbb R} _+$ into $H$.

Article information

Source
Differential Integral Equations, Volume 22, Number 11/12 (2009), 1141-1152.

Dates
First available in Project Euclid: 20 December 2012