Stochastic reaction-diffusion equations driven by jump processes

We establish the existence of weak martingale solutions to a class of second order parabolic stochastic partial differential equations. The equations are driven by multiplicative jump type noise, with a non-Lipschitz multiplicative functional. The drift in the equations contains a dissipative nonlinearity of polynomial growth.This work was supported by the FWF-Project P17273-N12https://link.springer.com/journal/11118am2017Mathematics and Applied Mathematic