Large deviations for locally monotone stochastic partial differential equations driven by Levy noise
Probability
2016-06-08 v1
Abstract
In this paper, we establish a large deviation principle for a type of stochastic partial differential equations (SPDEs) with locally monotone coefficients driven by L\'evy noise. The weak convergence method plays an important role.
Keywords
Cite
@article{arxiv.1605.06618,
title = {Large deviations for locally monotone stochastic partial differential equations driven by Levy noise},
author = {Jie Xiong and Jianliang Zhai},
journal= {arXiv preprint arXiv:1605.06618},
year = {2016}
}
Comments
arXiv admin note: text overlap with arXiv:1203.4020 by other authors