Large Deviations for SPDEs of Jump Type
classification
🧮 math.PR
math.FA
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largebrownianconvergencedeviationdeviationsdrivenequationestablish
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In this paper, we establish a large deviation principle for a fully non-linear stochastic evolution equation driven by both Brownian motions and Poisson random measures on a given Hilbert space $H$. The weak convergence method plays an important role.
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