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Freidlin-Wentzell’s Large Deviations for Stochastic Evolution Equations with Poisson Jumps

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DOI: 10.4236/apm.2016.610056    1,018 Downloads   1,429 Views Citations
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ABSTRACT

We establish a Freidlin-Wentzell’s large deviation principle for general stochastic evolution equations with Poisson jumps and small multiplicative noises by using weak convergence method.

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Zhao, H. and Xu, S. (2016) Freidlin-Wentzell’s Large Deviations for Stochastic Evolution Equations with Poisson Jumps. Advances in Pure Mathematics, 6, 676-694. doi: 10.4236/apm.2016.610056.

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