Freidlin-Wentzell’s Large Deviations for Stochastic Evolution Equations with Poisson Jumps - Advances in Pure Mathematics

APM > Vol.6 No.10, September 2016

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

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DOI: 10.4236/apm.2016.610056 1,536 Downloads 2,505 Views Citations

Author(s)

Huiyan Zhao^1,2, Siyan Xu³

Affiliation(s)

¹School of Economics and Statistics, Guangzhou University, Guangzhou, China.
²School of Applied Mathematics, Beijing Normal University Zhuhai, Zhuhai, China.
³Faculty of Science, Ningbo University, Ningbo, China.

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.

KEYWORDS

Stochastic Evolution Equation, Poisson Jumps, Freidlin-Wentzell’s Large Deviation, Weak Convergence Method

Share and Cite:

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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