Stochastic evolution equations of jump type: Existence, uniqueness and large deviation principles

Röckner M, Zhang T (2007)
Potential Analysis 26(3): 255-279.

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Zeitschriftenaufsatz | Veröffentlicht | Englisch
Autor
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Abstract / Bemerkung
This paper has two parts. In part I, existence and uniqueness results are established for solutions of stochastic evolution equations driven both by Brownian motion and by Poisson point processes. Exponential integrability of the solution are also proved. In part II, a large deviation principle is obtained for stochastic evolution equations driven by additive Levy noise.
Erscheinungsjahr
Zeitschriftentitel
Potential Analysis
Band
26
Ausgabe
3
Seite(n)
255-279
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PUB-ID

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Röckner M, Zhang T. Stochastic evolution equations of jump type: Existence, uniqueness and large deviation principles. Potential Analysis. 2007;26(3):255-279.
Röckner, M., & Zhang, T. (2007). Stochastic evolution equations of jump type: Existence, uniqueness and large deviation principles. Potential Analysis, 26(3), 255-279. doi:10.1007/s11118-006-9035-z
Röckner, M., and Zhang, T. (2007). Stochastic evolution equations of jump type: Existence, uniqueness and large deviation principles. Potential Analysis 26, 255-279.
Röckner, M., & Zhang, T., 2007. Stochastic evolution equations of jump type: Existence, uniqueness and large deviation principles. Potential Analysis, 26(3), p 255-279.
M. Röckner and T. Zhang, “Stochastic evolution equations of jump type: Existence, uniqueness and large deviation principles”, Potential Analysis, vol. 26, 2007, pp. 255-279.
Röckner, M., Zhang, T.: Stochastic evolution equations of jump type: Existence, uniqueness and large deviation principles. Potential Analysis. 26, 255-279 (2007).
Röckner, Michael, and Zhang, Tusheng. “Stochastic evolution equations of jump type: Existence, uniqueness and large deviation principles”. Potential Analysis 26.3 (2007): 255-279.