Large deviations for stochastic partial differential equations driven by a Poisson random measure
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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.
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- 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;
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