Stochastic evolution equations of jump type: Existence, uniqueness and large deviation princi\-ples
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Cited in
(90)- Large deviations for neutral stochastic functional differential equations
- Stochastic evolution equations driven by Lévy processes
- WIENER–POISSON TYPE MULTIVALUED STOCHASTIC EVOLUTION EQUATIONS IN BANACH SPACES
- Blow-up of solutions for semilinear stochastic delayed reaction-diffusion equations with Lévy noise
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- Well-posedness and large deviations for 2D stochastic Navier-Stokes equations with jumps
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- On the small time asymptotics of stochastic non-Newtonian fluids
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- Stochastic reaction-diffusion equations driven by jump processes
- Variational solutions of dissipative jump-type stochastic evolution equations
- Large deviation principles of 2D stochastic Navier–Stokes equations with Lévy noises
- A large deviation principle for the stochastic generalized Ginzburg-Landau equation driven by jump noise
- Exponential stability for stochastic neutral functional differential equations driven by Rosenblatt process with delay and Poisson jumps
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- Moment stability of fractional stochastic evolution equations with Poisson jumps
- A large deviation principle of retarded Ornstein-Uhlenbeck processes driven by Lévy noise
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- On degenerate linear stochastic evolution equations driven by jump processes
- Large deviation principle for semilinear stochastic evolution equations with Poisson noise
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- Asymptotics of stochastic Burgers equation with jumps
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- Large deviation principle for a class of stochastic hydrodynamical type systems driven by multiplicative Lévy noises
- Reflected stochastic partial differential equations with jumps
- Large deviation principle for a space-time fractional stochastic heat equation with fractional noise
- A stochastic generalized Ginzburg-Landau equation driven by jump noise
- Existence and uniqueness, attraction for stochastic age-structured population systems with diffusion and Poisson jump
- 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
- Stochastic nonlinear wave equation with memory driven by compensated Poisson random measures
- Exponential stability of energy solutions to stochastic partial differential equations with variable delays and jumps
- Large deviations for neutral functional SDEs with jumps
- Existence of weak solutions to stochastic heat equations driven by truncated \(\alpha\)-stable white noises with non-Lipschitz coefficients
- A moderate deviation principle for 2-D stochastic Navier-Stokes equations driven by multiplicative Lévy noises
- Hyperbolic type stochastic evolution equations with Lévy noise
- Large deviations for 2-D stochastic Navier-Stokes equations driven by multiplicative \textit{Lévy} noises
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- Large deviations for stochastic PDE with Lévy noise
- Large deviations for SPDEs of jump type
- Exponential stability for some stochastic neutral partial functional integrodifferential equations with delays and Poisson jumps
- Large deviation principles for a 2D liquid crystal model with jump noise
- The inverse source problem of Cherenkov radiation model
- Existence and uniqueness for a class of SPDEs driven by Lévy noise in Hilbert spaces
- Recent advances in statistical data and signal analysis: application to real world diagnostics from medical and biological signals
- Singular control of SPDEs with space-mean dynamics
- Ergodicity for functional stochastic differential equations and applications
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- Derivative formula and exponential convergence for semilinear SPDEs driven by Lévy processes
- The neutral stochastic integrodifferential equations with jumps
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