Brownian motionslarge deviationsPoisson random measuresstochastic partial differential equationstightness of measures
PDEs with randomness, stochastic partial differential equations (35R60) Infinite-dimensional random dynamical systems; stochastic equations (37L55) Large deviations (60F10) Random measures (60G57) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Brownian motion (60J65)
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 . The weak convergence method plays an important role.
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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 partial differential equations driven by a Poisson random measure
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Cited in
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- Large deviations for locally monotone stochastic partial differential equations driven by Lévy noise
- Large deviation principle for stochastic convective Brinkman-Forchheimer equations perturbed by pure jump noise
- Large deviation principle for a mixed fractional and jump diffusion process
- Asymptotics of stochastic Burgers equation with jumps
- Large deviations for 2D primitive equations driven by multiplicative Lévy noises
- Transportation cost inequalities for stochastic reaction-diffusion equations with Lévy noises and non-Lipschitz reaction terms
- Large deviations for the optimal filter of nonlinear dynamical systems driven by Lévy noise
- Large deviations of mean-field stochastic differential equations with jumps
- 3D tamed Navier-Stokes equations driven by multiplicative Lévy noise: existence, uniqueness and large deviations
- A large deviation principle for the stochastic generalized Ginzburg-Landau equation driven by jump noise
- Large deviations for infinite-dimensional stochastic systems with jumps
- Large deviations for processes in random environments with jumps
- Large deviations for nematic liquid crystals driven by pure jump noise
- On equations of Wiener-Poisson type with small parameters
- Large deviation principles for a 2D stochastic Cahn–Hilliard–Navier–Stokes driven by jump noise
- Large deviation principles for a 2D stochastic Allen-Cahn-Navier-Stokes driven by jump noise
- Large deviations for invariant measures of stochastic differential equations with jumps
- Large deviations for stochastic models of two-dimensional second grade fluids driven by Lévy noise
- The Kramers problem for SDEs driven by small, accelerated Lévy noise with exponentially light jumps
- Large deviations for neutral functional SDEs with jumps
- Large deviation principle for semilinear stochastic evolution equations with Poisson noise
- Large deviation principles for a 2D liquid crystal model with jump noise
- Large and moderate deviation principles for McKean-Vlasov SDEs with jumps
- Large deviation principle for a class of stochastic hydrodynamical type systems driven by multiplicative Lévy noises
- 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
- Dynamics and Large Deviations for Fractional Stochastic Partial Differential Equations with Lévy Noise
- Large deviations for stochastic PDE with Lévy noise
- Large deviation principles for stochastic nonlinear Schrödinger equations driven by Lévy noise
- Large deviations for locally monotone stochastic partial differential equations driven by Lévy noise
- Lévy driven stochastic heat equation with logarithmic nonlinearity: well-posedness and large deviation principle
- Large deviation principle for a class of stochastic partial differential equations with fully local monotone coefficients perturbed by Lévy noise
- Large deviation principle for the mean reflected stochastic differential equation with jumps
- Stochastic evolution equations of jump type: Existence, uniqueness and large deviation princi\-ples
- The dynamics of the stochastic shadow Gierer-Meinhardt system
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