Large deviations for stochastic PDE with Lévy noise

DOI10.1016/j.jfa.2010.09.016zbMath1211.60024arXiv1003.1700OpenAlexW2963347179MaRDI QIDQ621822

Andrzej Świȩch, Zabczyk, Jerzy

Publication date: 28 January 2011

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1003.1700

zbMATH Keywords

Hamilton-Jacobi-Bellman equationlarge deviation principleLévy processviscosity solutionsintegro-PDEstochastic PDE

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (22)

Large deviations for SPDEs of jump type ⋮ Large deviation principles for a 2D stochastic Cahn–Hilliard–Navier–Stokes driven by jump noise ⋮ Integro-PDE in Hilbert spaces: existence of viscosity solutions ⋮ 3D tamed Navier-Stokes equations driven by multiplicative Lévy noise: existence, uniqueness and large deviations ⋮ Large deviation principles for a 2D stochastic Allen–Cahn–Navier–Stokes driven by jump noise ⋮ The dynamics of the stochastic shadow Gierer-Meinhardt system ⋮ Large deviations for 2-D stochastic Navier-Stokes equations driven by multiplicative \textit{Lévy} noises ⋮ Large deviation principles for a 2D liquid crystal model with jump noise ⋮ Uniqueness for integro-PDE in Hilbert spaces ⋮ Large deviation principle for a class of stochastic hydrodynamical type systems driven by multiplicative Lévy noises ⋮ A large deviation principle for the stochastic generalized Ginzburg-Landau equation driven by jump noise ⋮ On the Cauchy problem for non-local Ornstein-Uhlenbeck operators ⋮ Well-posedness and large deviations for 2D stochastic Navier-Stokes equations with jumps ⋮ Large deviations for locally monotone stochastic partial differential equations driven by Lévy noise ⋮ Large deviation principles for the stochastic quasi-geostrophic equations ⋮ Large deviations for stochastic models of two-dimensional second grade fluids driven by Lévy Noise ⋮ Large deviations for 2D primitive equations driven by multiplicative Lévy noises ⋮ Large Deviation Principle for Singularly Perturbed Stochastic Damped Wave Equations ⋮ Well-posedness and large deviations for a class of SPDEs with Lévy noise ⋮ Moderate deviation principles for stochastic differential equations with jumps ⋮ Large deviation principle for stochastic convective Brinkman-Forchheimer equations perturbed by pure jump noise ⋮ Large deviations for neutral functional SDEs with jumps

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