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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