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A Schauder–Tychonoff fixed-point approach for nonlinear Lévy driven reaction–diffusion systems

  • Erika Hausenblas*
  • , Michael A. Högele
  • , Kistosil Fahim
  • *Corresponding author for this work
  • Department Mathematik und Informationstechnologie
  • University of Leoben
  • Departamento de Matemáticas
  • Universidad de los Andes Colombia

Research output: Contribution to journal › Article › peer-review

1 Citation (Scopus)

Abstract

We show a stochastic version of the Schauder–Tychonoff fixed point theorem which yields a solution of the martingale problem for a class of systems of nonlinear reaction–diffusion equations driven by a cylindrical Wiener process and a Poisson random measure with certain moments. By this type of theorem one can solve by linearization systems which have a possibly unbounded, non-dissipative and non-coercive nonlinearity.

Original languageEnglish
Pages (from-to)730-777
Number of pages48
JournalStochastics
Volume98
Issue number5
DOIs
Publication statusPublished - 2026

Keywords

  • Stochastic Schauder–Tychonoff type theorem
  • nonlinear stochastic partial differential equation

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