Large deviations for stochastic heat equations with memory driven by\n Levy-type noise

2016/11/29 by Markus Riedle, Riedle, Markus, Jianliang Zhai +1
Computer Science · Economics, Econometrics and Finance · #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.1611.09962

openalex publication_date 2016/11/29 · openalex created_date 2022/10/05 · openalex updated_date 2026/07/28

Abstract

For a heat equation with memory driven by a L 'evy-type noise we establish\nthe existence of a unique solution. The main part of the article focuses on the\nFreidlin-Wentzell large deviation principle of the solutions of heat equation\nwith memory driven by a L 'evy-type noise. For this purpose, we exploit the\nrecently introduced weak convergence approach.\n

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