Strong solutions for SPDE with locally monotone coefficients driven by Lévy noise
arXiv:1108.0343
Abstract
Motivated by applications to a manifold of semilinear and quasilinear stochastic partial differential equations (SPDEs) we establish the existence and uniqueness of strong solutions to coercive and locally monotone SPDEs driven by Lévy processes. We illustrate the main result of our paper by showing how it can be applied to various types of SPDEs such as stochastic reaction-diffusion equations, stochastic Burgers type equations, stochastic 2D hydrodynamical systems and stochastic equations of non-Newtonian fluids, which generalize many existing results in the literature.
44 pages, more examples are added as application of the main results