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.
Citation
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
Information
