Large deviations for stochastic partial differential equations driven by a Poisson random measure
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- de Acosta, A., 1994. "Large deviations for vector-valued Lévy processes," Stochastic Processes and their Applications, Elsevier, vol. 51(1), pages 75-115, June.
- Duan, Jinqiao & Millet, Annie, 2009. "Large deviations for the Boussinesq equations under random influences," Stochastic Processes and their Applications, Elsevier, vol. 119(6), pages 2052-2081, June.
- Sritharan, S.S. & Sundar, P., 2006. "Large deviations for the two-dimensional Navier-Stokes equations with multiplicative noise," Stochastic Processes and their Applications, Elsevier, vol. 116(11), pages 1636-1659, November.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- repec:eee:stapro:v:126:y:2017:i:c:p:97-107 is not listed on IDEAS
- Kumar, Rohini & Popovic, Lea, 2017. "Large deviations for multi-scale jump-diffusion processes," Stochastic Processes and their Applications, Elsevier, vol. 127(4), pages 1297-1320.
- repec:eee:spapps:v:127:y:2017:i:11:p:3792-3824 is not listed on IDEAS
More about this item
KeywordsStochastic partial differential equation; Poisson random measure; Large deviations; Variational representation; Freidlin–Wentzell asymptotics; Diffusion equation with Poisson point source;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:123:y:2013:i:2:p:523-560. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .