For fractional stochastic PDEs with Lévy jumps, this paper proves global well-posedness, weak pullback mean random attractors, existence and uniqueness of invariant measures with ergodicity, and a large deviation principle derived from the Budhiraja-Dupuis variational formula.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.PR 1years
2025 1verdicts
CONDITIONAL 1representative citing papers
citing papers explorer
-
Dynamics and large deviations for fractional stochastic partial differential equations with L\'evy noise
For fractional stochastic PDEs with Lévy jumps, this paper proves global well-posedness, weak pullback mean random attractors, existence and uniqueness of invariant measures with ergodicity, and a large deviation principle derived from the Budhiraja-Dupuis variational formula.