Large deviations for SPDEs of jump type
DOI10.1142/S0219493715500264zbMath1327.60074arXiv1211.0466OpenAlexW2964327418MaRDI QIDQ3453145
Xue Yang, Jianliang Zhai, Tu-Sheng Zhang
Publication date: 20 November 2015
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1211.0466
stochastic partial differential equationslarge deviationsPoisson random measuresBrownian motionstightness of measures
Brownian motion (60J65) Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random measures (60G57) PDEs with randomness, stochastic partial differential equations (35R60) Infinite-dimensional random dynamical systems; stochastic equations (37L55)
Related Items (23)
Cites Work
- Unnamed Item
- Unnamed Item
- Large deviations for stochastic PDE with Lévy noise
- Variational representations for continuous time processes
- Stochastic evolution equations of jump type: Existence, uniqueness and large deviation princi\-ples
- Large deviations for a reaction-diffusion equation with non-Gaussian perturbations
- Large deviations for vector-valued Lévy processes
- Large deviations for a Burgers'-type SPDE
- On the small time asymptotics of diffusion processes on Hilbert spaces.
- Large deviations for stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction term.
- Large deviations for stochastic partial differential equations driven by a Poisson random measure
- Uniform large deviations for parabolic SPDEs and applications
This page was built for publication: Large deviations for SPDEs of jump type