Large deviations for locally monotone stochastic partial differential equations driven by Levy noise
arXiv:1605.06618
Abstract
In this paper, we establish a large deviation principle for a type of stochastic partial differential equations (SPDEs) with locally monotone coefficients driven by Lévy noise. The weak convergence method plays an important role.
arXiv admin note: text overlap with arXiv:1203.4020 by other authors