Large Deviations for SPDEs of Jump Type

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.

arXiv admin note: substantial text overlap with arXiv:1203.4020 by other authors

References in corpus (1)

• Large Deviations for Stochastic Partial Differential Equations Driven by a Poisson Random Measure