Large deviations for SPDEs of jump type-Reference-Cited by-同舟云学术

Large deviations for SPDEs of jump type

Published:2015-10-14 Issue:04 Volume:15 Page:1550026
ISSN:0219-4937
Container-title:Stochastics and Dynamics
language:en
Short-container-title:Stoch. Dyn.

Author:

Yang Xue¹,Zhai Jianliang²,Zhang Tusheng³

Affiliation:

1. Department of Mathematics, School of Science, Tianjin University, Tianjin 300072, P. R. China

2. School of Mathematical Sciences, University of Science and Technology of China and Wu Wen Tsun Key Laboratory of Mathematics, Chinese Academy of Science, Hefei 230026, P. R. China

3. School of Mathematics, University of Manchester, Manchester, M13 9PL, UK

Abstract

In this paper, we establish a large deviation principle for a fully nonlinear stochastic evolution equation driven by both Brownian motions and Poisson random measures on a given Hilbert space H. The weak convergence method plays an important role.

Publisher

World Scientific Pub Co Pte Lt

Subject

Modeling and Simulation

Link

https://www.worldscientific.com/doi/pdf/10.1142/S0219493715500264

Reference14 articles.

1. A general non-convex large deviation result with applications to stochastic equations

2. Large deviations for vector-valued Lévy processes

3. Variational representations for continuous time processes

4. Large deviations for stochastic partial differential equations driven by a Poisson random measure

5. Large deviations for a Burgers’-type SPDE

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