most citedLarge Deviations for Stochastic Partial Differential Equations Driven by a Poisson Random Measure

1 citations · 1 across the 1 of their papers we have counts for

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2 papers

math.PR2012

A Numerical Scheme for Invariant Distributions of Constrained Diffusions

Amarjit Budhiraja, Jiang Chen, Sylvain Rubenthaler

Reflected diffusions in polyhedral domains are commonly used as approximate models for stochastic processing networks in heavy traffic. Stationary distributions of such models give…

math.PR2012★ 1 cited

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

Amarjit Budhiraja, Jiang Chen, Paul Dupuis

Stochastic partial differential equations driven by Poisson random measures (PRM) have been proposed as models for many different physical systems, where they are viewed as a refin…