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

页码：2842 / 2874

页数：33

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