Asymptotics for stochastic Burgers equation with jumps

Abstract

For one-dimensional stochastic Burgers equation driven by Brownian motion and Poisson process, we study the $\ddot{I}ˆ$-uniformly exponential ergodicity with $\ddot{I}ˆ(x)=1+\Vert x\Vert$, the moderate deviation principle and the large deviation principle for the occupation measures.