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Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise. (English) Zbl 1186.60060
Summary: We prove existence, uniqueness and Lipschitz dependence on the initial datum for mild solutions of stochastic partial differential equations with Lipschitz coefficients driven by Wiener and Poisson noise. Under additional assumptions, we prove Gâteaux and Fréchet differentiability of solutions with respect to the initial datum. As an application, we obtain gradient estimates for the resolvent associated to the mild solution. Finally, we prove the strong Feller property of the associated semigroup.

MSC:
60H15 Stochastic partial differential equations (aspects of stochastic analysis)
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