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

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

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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 2010, the AMS's Mathematics Subject Classification > 35 Partial differential equations
MSC 2010, the AMS's Mathematics Subject Classification > 60 Probability theory and stochastic processes
MSC 2010, the AMS's Mathematics Subject Classification > 93 Systems theory; control
Depositing User: Dr Peter Neal
Date Deposited: 12 Apr 2006
Last Modified: 08 Nov 2017 18:18
URI: http://eprints.maths.manchester.ac.uk/id/eprint/216

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