Asymptotics for stochastic Burgers equation with jumps

Shulan Hu; Ran Wang

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arXiv · 1904.00567

Asymptotics for stochastic Burgers equation with jumps

Shulan Hu·Ran Wang

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Abstract

For one-dimensional stochastic Burgers equation driven by Brownian motion and Poisson process, we study the $\psi$-uniformly exponential ergodicity with $\psi(x)=1+\|x\|$, the moderate deviation principle and the large deviation principle for the occupation measures.

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Shulan Hu, Ran Wang. 2019-04-01. Asymptotics for stochastic Burgers equation with jumps. https://arxiv.org/abs/1904.00567

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