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 Electronic Journal of Probability > Vol. 15(2010) > Paper 49 open journal systems 


Well posedness and asymptotic behavior for stochastic reaction-diffusion equations with multiplicative Poisson noise

Carlo Marinelli, University of Bolzano
Michael Roeckner, University of Bielefeld


Abstract
We establish well-posedness in the mild sense for a class of stochastic semilinear evolution equations with a polynomially growing quasi-monotone nonlinearity and multiplicative Poisson noise. We also study existence and uniqueness of invariant measures for the associated semigroup in the Markovian case. A key role is played by a new maximal inequality for stochastic convolutions in Lp spaces.


Full text: PDF

Pages: 1529-1555

Published on: October 15, 2010
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Electronic Journal of Probability. ISSN: 1083-6489