Abstract We prove that the mild solution to a semilinear stochastic evolution equation on a Hilbert space, driven by either a square integrable martingale or a Poisson random measure, is (jointly) continuous, in a suitable topology, with respect to the initial datum and all coefficients. In particular, if the leading linear operators are maximal (quasi-)monotone and converge in the strong resolvent sense, the drift and diffusion coefficients are uniformly Lipschitz continuous and converge pointwise, and the initial data converge, then the solutions converge.
Titolo: | Approximation and convergence of solutions to semilinear stochastic evolution equations with jumps |
Autori: | |
Data di pubblicazione: | 2013 |
Rivista: | |
Abstract: | Abstract We prove that the mild solution to a semilinear stochastic evolution equation on a Hilbert space, driven by either a square integrable martingale or a Poisson random measure, is (jointly) continuous, in a suitable topology, with respect to the initial datum and all coefficients. In particular, if the leading linear operators are maximal (quasi-)monotone and converge in the strong resolvent sense, the drift and diffusion coefficients are uniformly Lipschitz continuous and converge pointwise, and the initial data converge, then the solutions converge. |
Handle: | http://hdl.handle.net/11562/744565 |
Appare nelle tipologie: | 01.01 Articolo in Rivista |
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