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

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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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APA

Xiong, J., & Zhai, J. (2018). Large deviations for locally monotone stochastic partial differential equations driven by Lévy noise. Bernoulli, 24(4A), 2429–2460. https://doi.org/10.3150/17-BEJ947

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