Large deviations for locally monotone stochastic partial differential equations driven by Levy noise

被引：24
|
作者：
Xiong, Jie [1 ]
Zhai, Jianliang [2 ]
机构：
[1] Univ Macau, Fac Sci & Technol, Dept Math, Macau, Peoples R China
[2] Univ Sci & Technol China, Chinese Acad Sci, Sch Math Sci, Wu Wen Tsun Key Lab Math, Hefei 230026, Anhui, Peoples R China
来源：
BERNOULLI | 2018年 / 24卷 / 4A期
基金：
中国国家自然科学基金;
关键词：
Freidlin-Wentzell type large deviation principle; Levy processes; locally monotone coefficients; stochastic partial differential equations;
D O I：
10.3150/17-BEJ947
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We establish a large deviation principle for a type of stochastic partial differential equations (SPDEs) with locally monotone coefficients driven by Levy noise. The weak convergence method plays an important role.
引用
收藏
页码：2842 / 2874
页数：33
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