Large deviations for stochastic partial differential equations driven by a Poisson random measure

Amarjit Budhiraja; Chen Jiang; Paul Dupuis

doi:10.1016/j.spa.2012.09.010

ScienceGate Book Chapters

JOURNAL ARTICLE

Large deviations for stochastic partial differential equations driven by a Poisson random measure

Amarjit Budhiraja Chen Jiang Paul Dupuis

Year: 2012 Journal: Stochastic Processes and their Applications Vol: 123 (2)Pages: 523-560 Publisher: Elsevier BV

DOI: 10.1016/j.spa.2012.09.010

Get Full-Text PDF Get Analytical Report

Keywords:

Mathematics Partial differential equation Large deviations theory Stochastic partial differential equation Applied mathematics Poisson distribution Rate function Measure (data warehouse) Stochastic differential equation Stochastic process Representation (politics) Mathematical optimization Statistical physics Mathematical analysis Computer science Statistics

Metrics

122

Cited By

3.61

FWCI (Field Weighted Citation Impact)

Refs

0.94

Citation Normalized Percentile

Is in top 1%

Is in top 10%

Citation History

Topics

Stochastic processes and financial applications

Social Sciences → Economics, Econometrics and Finance → Finance

Advanced Mathematical Modeling in Engineering

Physical Sciences → Computer Science → Computational Theory and Mathematics

Stochastic processes and statistical mechanics

Physical Sciences → Mathematics → Mathematical Physics

Large deviations for stochastic partial differential equations driven by a Poisson random measure

Metrics

Citation History

Topics

Related Documents

Large deviations for stochastic partial differential equations driven by a Poisson random measure

A numerical approximation of parabolic stochastic partial differential equations driven by a Poisson random measure

Large deviations of conservative stochastic partial differential equations

Galerkin Spectral Method of Stochastic Partial Differential Equations Driven by Multivariate Poisson Measure

Large Deviations for Quasilinear Parabolic Stochastic Partial Differential Equations