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

Jie Xiong; Jianliang Zhai

doi:10.3150/17-BEJ947

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November 2018 Large deviations for locally monotone stochastic partial differential equations driven by Lévy noise

Jie Xiong, Jianliang Zhai

Bernoulli 24(4A): 2842-2874 (November 2018). DOI: 10.3150/17-BEJ947

Abstract

We establish a large deviation principle for a type of stochastic partial differential equations (SPDEs) with locally monotone coefficients driven by Lévy noise. The weak convergence method plays an important role.

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Jie Xiong. Jianliang Zhai. "Large deviations for locally monotone stochastic partial differential equations driven by Lévy noise." Bernoulli 24 (4A) 2842 - 2874, November 2018. https://doi.org/10.3150/17-BEJ947