<p style='text-indent:20px;'>In this article, the existence of a unique solution in the variational approach of the stochastic evolution equation <p style='text-indent:20px;'><disp-formula> <label/> <tex-math id="FE1"> \begin{document}$ \, \mathrm{d}X(t) = F(X(t)) \, \mathrm{d}t + G(X(t)) \, \mathrm{d}L(t) $\end{document} </tex-math></disp-formula> <p style='text-indent:20px;'>driven by a cylindrical Lévy process <inline-formula><tex-math id="M1">\begin{document}$ L $\end{document}</tex-math></inline-formula> is established. The coefficients <inline-formula><tex-math id="M2">\begin{document}$ F $\end{document}</tex-math></inline-formula> and <inline-formula><tex-math id="M3">\begin{document}$ G $\end{document}</tex-math></inline-formula> are assumed to satisfy the usual monotonicity and coercivity conditions. The noise is modelled by a cylindrical Lévy processes which is assumed to belong to a certain subclass of cylindrical Lévy processes and may not have finite moments.
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