Asymptotics for stochastic Burgers equation with jumps
Probability
2020-02-04 v3
Abstract
For one-dimensional stochastic Burgers equation driven by Brownian motion and Poisson process, we study the -uniformly exponential ergodicity with , the moderate deviation principle and the large deviation principle for the occupation measures.
Cite
@article{arxiv.1904.00567,
title = {Asymptotics for stochastic Burgers equation with jumps},
author = {Shulan Hu and Ran Wang},
journal= {arXiv preprint arXiv:1904.00567},
year = {2020}
}