Large deviations for stochastic heat equations with memory driven by Levy-type noise
Probability
2016-12-01 v1
Abstract
For a heat equation with memory driven by a L\'evy-type noise we establish the existence of a unique solution. The main part of the article focuses on the Freidlin-Wentzell large deviation principle of the solutions of heat equation with memory driven by a L\'evy-type noise. For this purpose, we exploit the recently introduced weak convergence approach.
Cite
@article{arxiv.1611.09962,
title = {Large deviations for stochastic heat equations with memory driven by Levy-type noise},
author = {Markus Riedle and Jianliang Zhai},
journal= {arXiv preprint arXiv:1611.09962},
year = {2016}
}