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2006.57: Stochastic Evolution Equations Driven by Compensated Poisson Measures: Existence, Uniqueness and Large Deviation Estimates

2006.57: Michael Rockner and Tusheng Zhang (2006) Stochastic Evolution Equations Driven by Compensated Poisson Measures: Existence, Uniqueness and Large Deviation Estimates.

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Abstract

Existence and uniqueness results are established for solutions of stochastic evolution equations driven by Poisson point processes. Large deviation estimates are obtaines for the case of additive Poisson noise. Examples are provided.

Item Type:MIMS Preprint
Subjects:MSC 2000 > 35 Partial differential equations
MSC 2000 > 60 Probability theory and stochastic processes
MSC 2000 > 93 Systems theory; control
MIMS number:2006.57
Deposited By:Dr Peter Neal
Deposited On:12 April 2006

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