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 language | English |
|---|---|
| Pages (from-to) | 730-777 |
| Number of pages | 48 |
| Journal | Stochastics |
| Volume | 98 |
| Issue number | 5 |
| DOIs | |
| Publication status | Published - 2026 |
Keywords
- Stochastic Schauder–Tychonoff type theorem
- nonlinear stochastic partial differential equation
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