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

Published 4 Oct 2017 in math.PR | (1710.01795v3)

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 $\mathcal{A}$ is a multi-valued operator and $N_{\Theta}$ is the counting measure induced by a point process $\Theta$. 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) $p$-Laplacian evolution equation (for "small" $p$) will be demonstrated. The key assumption needed in this paper is that the nonlinear semigroup arising from the multi-valued operator $\mathcal{A}$ extincts in finite time.

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