In this paper, we first prove the existence and uniqueness of a general stochastic differential equation in finite dimension, then extend the result to the infinite dimension by the classical Galerkin method. As an ap...In this paper, we first prove the existence and uniqueness of a general stochastic differential equation in finite dimension, then extend the result to the infinite dimension by the classical Galerkin method. As an application, we prove the existence and uniqueness of the generalized stochastic porous medium equation perturbed by Levy process.展开更多
基金Supported by National Nature Science Foundation of China （Grant Nos. 10671212, 90820302） and Fundamental Research Funds for the Central Universities （Grant No. CDJRC10100011） The authors thanks Professor Dong Zhao for his valuable discussions and the authors would like to express their sincere gratitude to the referee for valuable comments and careful reading. They also appreciate that this paper has been improved greatly by the referee＇s advice.
文摘In this paper, we first prove the existence and uniqueness of a general stochastic differential equation in finite dimension, then extend the result to the infinite dimension by the classical Galerkin method. As an application, we prove the existence and uniqueness of the generalized stochastic porous medium equation perturbed by Levy process.
