Stochastic evolution equations of jump type: Existence, uniqueness and large deviation princi\-ples

DOI10.1007/S11118-006-9035-ZzbMATH Open1119.60057OpenAlexW2067181869MaRDI QIDQ874892FDOQ874892

Michael Röckner, Tu-Sheng Zhang

Publication date: 10 April 2007

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11118-006-9035-z

Recommendations

• On existence and uniqueness of stochastic evolution equation with Poisson jumps
• Large deviations for SPDEs of jump type
• Stochastic evolution equations driven by Lévy processes
• Large deviations for stochastic PDE with Lévy noise
• Large deviation principle for semilinear stochastic evolution equations with Poisson noise

zbMATH Keywords

evolution equationlarge deviation principlePoisson measureexponential integrability

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Cites Work

• Stochastic Equations in Infinite Dimensions
• Dirichlet forms and symmetric Markov processes
• Title not available (Why is that?)
• On processes of ornstein-uhlenbeck type in hilbert space
• Large deviations for vector-valued Lévy processes
• The heat equation with Lévy noise
• Stochastic partial differential equations and filtering of diffusion processes
• Title not available (Why is that?)
• Parabolic SPDEs driven by Poisson white noise
• Large deviations for stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction term.
• Uniform large deviations for parabolic SPDEs and applications
• Generalized Mehler semigroups: The non-Gaussian case
• On stochastic equations with respect to semimartingales I.^†
• On stochastic squations with respect to semimartingales III
• Large deviations for a Burgers'-type SPDE
• Stochastic partial differential equation driven by stable noise
• Malliavin calculus for parabolic SPDEs with jumps.
• A general non-convex large deviation result with applications to stochastic equations
• Large deviation problem for some parabolic itǒ equations
• On the small time asymptotics of diffusion processes on Hilbert spaces.

Cited In (88)

• WIENER–POISSON TYPE MULTIVALUED STOCHASTIC EVOLUTION EQUATIONS IN BANACH SPACES
• Stochastic evolution equations driven by Lévy processes
• Blow-up of solutions for semilinear stochastic delayed reaction-diffusion equations with Lévy noise
• Well-posedness for the stochastic 2D primitive equations with Lévy noise
• Shell model of turbulence perturbed by Lévy noise
• Strong averaging principle for slow-fast SPDEs with Poisson random measures
• \(p\)th moment asymptotic stability for neutral stochastic functional differential equations with Lévy processes
• The existence and exponential stability for neutral stochastic partial differential equations with infinite delay and Poisson jump
• Well-posedness and large deviations for 2D stochastic Navier-Stokes equations with jumps
• The existence and asymptotic behaviour of solutions to non-Lipschitz stochastic functional evolution equations driven by Poisson jumps
• Moderate deviation principles for stochastic differential equations with jumps
• Exponential stability for neutral stochastic partial differential equations with delays and Poisson jumps
• Transportation cost inequalities for stochastic reaction-diffusion equations with Lévy noises and non-Lipschitz reaction terms
• On the small time asymptotics of stochastic non-Newtonian fluids
• Large deviation principles of 2D stochastic Navier–Stokes equations with Lévy noises
• Stochastic reaction-diffusion equations driven by jump processes
• A large deviation principle for the stochastic generalized Ginzburg-Landau equation driven by jump noise
• Variational solutions of dissipative jump-type stochastic evolution equations
• Stochastic control for mean-field stochastic partial differential equations with jumps
• Exponential stability for stochastic neutral functional differential equations driven by Rosenblatt process with delay and Poisson jumps
• Blow-up for stochastic reaction-diffusion equations with jumps
• Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales
• Approximations of stochastic partial differential equations
• Large deviation principle for stochastic Boussinesq equations driven by Lévy noise
• Large deviation principles for 2-D stochastic Navier-Stokes equations driven by Lévy processes
• Invariant measures for stochastic evolution equations of pure jump type
• Well-posedness and large deviations for a class of SPDEs with Lévy noise
• The dynamics of the stochastic shadow Gierer-Meinhardt system
• On existence and uniqueness of stochastic evolution equation with Poisson jumps
• \(L^{p}\)-strong convergence of the averaging principle for slow-fast SPDEs with jumps
• Controllability of impulsive neutral stochastic integro-differential systems driven by fractional Brownian motion with delay and Poisson jumps
• Moderate deviations for stochastic reaction-diffusion equations with multiplicative noise
• Moment stability of fractional stochastic evolution equations with Poisson jumps
• Strong solutions for SPDE with locally monotone coefficients driven by Lévy noise
• SPDEs with space interactions and application to population modelling
• Two-time-scales hyperbolic-parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principles
• On classical solutions of linear stochastic integro-differential equations
• Large deviation principle for semilinear stochastic evolution equations with Poisson noise
• Asymptotic behaviour of mild solution of nonlinear stochastic partial functional equations
• Asymptotics of stochastic Burgers equation with jumps
• Reflected stochastic partial differential equations with jumps
• Existence and uniqueness, attraction for stochastic age-structured population systems with diffusion and Poisson jump
• Large deviation principle for a space-time fractional stochastic heat equation with fractional noise
• A stochastic generalized Ginzburg-Landau equation driven by jump noise
• Large deviations for locally monotone stochastic partial differential equations driven by Lévy noise
• Large deviations for neutral functional SDEs with jumps
• Exponential stability of energy solutions to stochastic partial differential equations with variable delays and jumps
• Hyperbolic type stochastic evolution equations with Lévy noise
• A moderate deviation principle for 2-D stochastic Navier-Stokes equations driven by multiplicative Lévy noises
• Existence results for impulsive neutral second-order stochastic evolution equations with nonlocal conditions
• Large deviations for 2-D stochastic Navier-Stokes equations driven by multiplicative \textit{Lévy} noises
• Numerical analysis for stochastic partial differential delay equations with jumps
• Large deviations for 2D primitive equations driven by multiplicative Lévy noises
• Large deviations for SPDEs of jump type
• Large deviations for stochastic PDE with Lévy noise
• Large deviation principles for a 2D liquid crystal model with jump noise
• Singular control of SPDEs with space-mean dynamics
• Exponential stability for some stochastic neutral partial functional integrodifferential equations with delays and Poisson jumps
• Recent advances in statistical data and signal analysis: application to real world diagnostics from medical and biological signals
• Ergodicity for functional stochastic differential equations and applications
• The ergodicity of stochastic partial differential equations with Lévy jump
• Large deviations for neutral stochastic functional differential equations
• The neutral stochastic integrodifferential equations with jumps
• Semi-linear backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process
• Controllability of retarded time-dependent neutral stochastic integro-differential systems driven by fractional Brownian motion
• Strong solutions for the stochastic 3D LANS-α model driven by non-Gaussian Lévy noise
• Poisson stable solutions for stochastic PDEs driven by Lévy noise
• 3D tamed Navier-Stokes equations driven by multiplicative Lévy noise: existence, uniqueness and large deviations
• The local principle of large deviations for compound Poisson process with catastrophes
• Large deviation principle for stochastic FitzHugh-Nagumo lattice systems
• On some stochastic differential equations with jumps subject to small positives coefficients
• Explosive solutions of parabolic stochastic partial differential equations with Lévy noise
• On the differential equation satisfied by the random measure density of a jump-type Fleming–Viot process
• Local large deviation principle for Wiener process with random resetting
• The Stampacchia maximum principle for stochastic partial differential equations forced by Lévy noise
• Existence and Uniqueness for a Class of SPDEs Driven by L'{e}vy Noise in Hilbert Spaces
• A Large Deviation Principle of Retarded Ornstein-Uhlenbeck Processes Driven by Lévy Noise
• Dynamics and Large Deviations for Fractional Stochastic Partial Differential Equations with Lévy Noise
• Large deviation principle for a class of stochastic hydrodynamical type systems driven by multiplicative Lévy noises
• Large deviation principle for stochastic convective Brinkman-Forchheimer equations perturbed by pure jump noise
• Stochastic nonlinear wave equation with memory driven by compensated Poisson random measures
• Existence of weak solutions to stochastic heat equations driven by truncated \(\alpha\)-stable white noises with non-Lipschitz coefficients
• 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 deviation for slow-fast McKean-Vlasov stochastic differential equations driven by fractional Brownian motions and Brownian motions
• Large deviations for stochastic models of two-dimensional second grade fluids driven by Lévy Noise
• The inverse source problem of Cherenkov radiation model
• Derivative formula and exponential convergence for semilinear SPDEs driven by Lévy processes

This page was built for publication: Stochastic evolution equations of jump type: Existence, uniqueness and large deviation princi\-ples

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q874892)