Large deviation principle for semilinear stochastic evolution equations with Poisson noise
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Publication:5276030
DOI10.1142/S0219025717500096zbMath1366.60065OpenAlexW2622662827MaRDI QIDQ5276030
Publication date: 14 July 2017
Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219025717500096
large deviation principlePoisson random measureweak convergence methodsemilinear stochastic evolution equations
Nonlinear accretive operators, dissipative operators, etc. (47H06) Large deviations (60F10) Stochastic integral equations (60H20)
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