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Freidlin-Wentzell’s Large Deviations for Stochastic Evolution Equations with Poisson Jumps
School of Economics and Statistics, Guangzhou University, Guangzhou, China
School of Applied Mathematics, Beijing Normal University Zhuhai, Zhuhai, China
Faculty of Science, Ningbo University, Ningbo, China
- 1 School of Economics and Statistics, Guangzhou University, Guangzhou, China
- 2 School of Applied Mathematics, Beijing Normal University Zhuhai, Zhuhai, China
- 3 Faculty of Science, Ningbo University, Ningbo, China
Advances in Pure Mathematics·Volume 06 (2016)·Pages 676–694·Published 12 September 2016·DOI10.4236/apm.2016.610056
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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.
KeywordsStochastic Evolution EquationPoisson JumpsFreidlin-Wentzell’s Large DeviationWeak Convergence Method
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