JOURNAL ARTICLE

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

Amarjit BudhirajaChen JiangPaul Dupuis

Year: 2012 Journal:   Stochastic Processes and their Applications Vol: 123 (2)Pages: 523-560   Publisher: Elsevier BV
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)
40
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

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