Large deviations for SPDEs of jump type

DOI10.1142/S0219493715500264zbMATH Open1327.60074OpenAlexW2964327418MaRDI QIDQ3453145FDOQ3453145

Authors Xue Yang, Jianliang Zhai, Tu-Sheng Zhang

Publication date 20 November 2015

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

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

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)

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.

Recommendations

• Large deviations for jump Markov processes
• Large deviations for multi-scale jump-diffusion processes
• Large deviations of mean-field stochastic differential equations with jumps
• Large deviations for a Burgers'-type SPDE
• scientific article; zbMATH DE number 847799
• Large deviations for neutral functional SDEs with jumps
• Large deviations for processes in random environments with jumps
• Large deviation estimate of transition densities for jump processes

Cites work

• scientific article; zbMATH DE number 3663609 (Why is no real title available?)
• scientific article; zbMATH DE number 3780265 (Why is no real title available?)
• Large deviations for a Burgers'-type SPDE
• Large deviations for a reaction-diffusion equation with non-Gaussian perturbations
• Large deviations for stochastic PDE with Lévy noise
• Large deviations for stochastic partial differential equations driven by a Poisson random measure
• Large deviations for stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction term.
• Large deviations for vector-valued Lévy processes
• On the small time asymptotics of diffusion processes on Hilbert spaces.
• Stochastic evolution equations of jump type: Existence, uniqueness and large deviation princi\-ples
• Uniform large deviations for parabolic SPDEs and applications
• Variational representations for continuous time processes

Cited in

(32)

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

This page was built for publication: Large deviations for SPDEs of jump type

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3453145)