Large Deviations for SPDEs of Jump Type
Probability
2012-11-05 v1 Functional Analysis
Abstract
In this paper, we establish a large deviation principle for a fully non-linear stochastic evolution equation driven by both Brownian motions and Poisson random measures on a given Hilbert space . The weak convergence method plays an important role.
Cite
@article{arxiv.1211.0466,
title = {Large Deviations for SPDEs of Jump Type},
author = {Xue Yang and Jianliang Zhai and Tusheng Zhang},
journal= {arXiv preprint arXiv:1211.0466},
year = {2012}
}
Comments
arXiv admin note: substantial text overlap with arXiv:1203.4020 by other authors