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arXiv · 1211.0466

Large Deviations for SPDEs of Jump Type

Xue Yang·Jianliang Zhai·Tusheng Zhang
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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 $H$. The weak convergence method plays an important role.

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Xue Yang, Jianliang Zhai, Tusheng Zhang. 2012-11-02. Large Deviations for SPDEs of Jump Type. https://arxiv.org/abs/1211.0466

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