English

Abstract Cauchy Problems in separable Banach Spaces driven by random Measures: Asymptotic Results in the finite extinction Case

Probability 2018-02-27 v3

Abstract

The aim of this paper is to prove the strong law of large numbers (SLLN) as well as the central limit theorem (CLT) for a class of vector-valued stochastic processes which arise as solutions of the stochastic evolution inclusion \begin{align*} \eta(t,z) N_{\Theta}(dt \otimes z)\in dX(t)+\mathcal{A} X(t)dt, \end{align*} where A\mathcal{A} is a multi-valued operator and NΘN_{\Theta} is the counting measure induced by a point process Θ\Theta. The SLLN and the CLT will be proven not only for real-valued, but also for vector-valued functionals and the applicability of these results to the (weighted) pp-Laplacian evolution equation (for "small" pp) will be demonstrated. The key assumption needed in this paper is that the nonlinear semigroup arising from the multi-valued operator A\mathcal{A} extincts in finite time.

Keywords

Cite

@article{arxiv.1710.01795,
  title  = {Abstract Cauchy Problems in separable Banach Spaces driven by random Measures: Asymptotic Results in the finite extinction Case},
  author = {Alexander Nerlich},
  journal= {arXiv preprint arXiv:1710.01795},
  year   = {2018}
}