Large deviations for stochastic partial differential equations driven by a Poisson random measure
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Publication:1933599
DOI10.1016/j.spa.2012.09.010zbMath1259.60065arXiv1203.4020OpenAlexW2056734540MaRDI QIDQ1933599
Amarjit Budhiraja, Paul Dupuis, Jiang Chen
Publication date: 24 January 2013
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1203.4020
stochastic partial differential equationslarge deviationsPoisson random measurevariational representationdiffusion equation with Poisson point sourceFreidlin-Wentzell asymptotics
Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Infinite-dimensional random dynamical systems; stochastic equations (37L55)
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