Large deviations for SPDEs of jump type

DOI10.1142/S0219493715500264zbMATH Open1327.60074arXiv1211.0466OpenAlexW2964327418MaRDI QIDQ3453145FDOQ3453145

Authors: Xue Yang, Jianliang Zhai, Tu-Sheng Zhang 

Publication date: 20 November 2015

Published in: Stochastics and Dynamics (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1211.0466

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zbMATH Keywords

stochastic partial differential equationslarge deviationsPoisson random measuresBrownian motionstightness of measures

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Brownian motion (60J65) Random measures (60G57) PDEs with randomness, stochastic partial differential equations (35R60) Infinite-dimensional random dynamical systems; stochastic equations (37L55)

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Cited In (32)

• Large deviation principle for the mean reflected stochastic differential equation with jumps
• Large deviation principle for a mixed fractional and jump diffusion process
• Large Deviations for Stochastic Generalized Porous Media Equations Driven by Lévy Noise
• Well-posedness and large deviations for 2D stochastic Navier-Stokes equations with jumps
• Large deviations for infinite-dimensional stochastic systems with jumps
• Large deviations for invariant measures of stochastic differential equations with jumps
• Transportation cost inequalities for stochastic reaction-diffusion equations with Lévy noises and non-Lipschitz reaction terms
• Large deviation principles for a 2D stochastic Allen-Cahn-Navier-Stokes driven by jump noise
• Stochastic evolution equations of jump type: Existence, uniqueness and large deviation princi\-ples
• 3D tamed Navier-Stokes equations driven by multiplicative Lévy noise: existence, uniqueness and large deviations
• Large deviations for processes in random environments with jumps
• A large deviation principle for the stochastic generalized Ginzburg-Landau equation driven by jump noise
• Large deviations for stochastic models of two-dimensional second grade fluids driven by Lévy noise
• Large deviations for stochastic heat equations with memory driven by Lévy-type noise
• The dynamics of the stochastic shadow Gierer-Meinhardt system
• Dynamics and Large Deviations for Fractional Stochastic Partial Differential Equations with Lévy Noise
• Large deviations for the optimal filter of nonlinear dynamical systems driven by Lévy noise
• On equations of Wiener-Poisson type with small parameters
• Large deviation principle for semilinear stochastic evolution equations with Poisson noise
• Large deviation principle for a class of stochastic hydrodynamical type systems driven by multiplicative Lévy noises
• Asymptotics of stochastic Burgers equation with jumps
• Large deviations for nematic liquid crystals driven by pure jump noise
• Large deviations of mean-field stochastic differential equations with jumps
• Large deviation principle for stochastic convective Brinkman-Forchheimer equations perturbed by pure jump noise
• Large deviations for locally monotone stochastic partial differential equations driven by Lévy noise
• Large deviations for neutral functional SDEs with jumps
• Large deviation principles for a 2D stochastic Cahn–Hilliard–Navier–Stokes driven by jump noise
• Large and moderate deviation principles for McKean-Vlasov SDEs with jumps
• Large deviations for 2D primitive equations driven by multiplicative Lévy noises
• The Kramers problem for SDEs driven by small, accelerated Lévy noise with exponentially light jumps
• Large deviations for stochastic PDE with Lévy noise
• Large deviation principles for a 2D liquid crystal model with jump noise

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