Large deviations for stochastic PDE with Lévy noise (Q621822)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations for stochastic PDE with Lévy noise |
scientific article |
Statements
Large deviations for stochastic PDE with Lévy noise (English)
0 references
28 January 2011
0 references
large deviation principle
0 references
Lévy process
0 references
viscosity solutions
0 references
integro-PDE
0 references
Hamilton-Jacobi-Bellman equation
0 references
stochastic PDE
0 references
0 references
0 references
0 references
0 references
0 references
