Stochastics and Dynamics · 2015 · 39 citations · 12 references
EngineeringMathematicsProbability TheoryStochastic ModelingStochastic ProcessesBrownian MotionJump ProcessesLarge DeviationsStochastic CalculusStochastic Differential EquationsWeak ConvergenceBrownian Motion With JumpsJump SdesLarge Deviation PrinciplesLarge Deviations PrincipleNonlinear EvolutionPoisson Random MeasuresRandom MeasuresWeak Convergence Of Stochastic Processes
In this paper, we establish a large deviation principle for a fully nonlinear 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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