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: | https://eprints.maths.manchester.ac.uk/id/eprint/216 |
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