Stochastic Evolution Equations of Jump Type: Existence, Uniqueness and Large Deviation Principles

By Michael Röckner, Tusheng Zhang. 2007

159 citations recorded by the source corpus.

Subfields: Finance, Mathematical Physics, Modeling and Simulation

View Paper: https://www.semanticscholar.org/paper/c639e25888c5eff20e5681caad1952c8c117bfc3

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Tusheng Zhang
2. Jianhai Bao
3. Jianliang Zhai
4. A. Budhiraja
5. Jiang Chen
6. Paul Dupuis
7. Chenggui Yuan
8. Tiange Xu

In Mathematical Physics

1. Jianliang Zhai
2. Tusheng Zhang
3. Wei David Liu
4. Zdzisław Brzeźniak
5. Jie-Yu Xiong
6. Jiang Chen
7. Paul Dupuis
8. Jiahui Zhu

In Modeling and Simulation

1. Chenggui Yuan
2. Jianhai Bao
3. Tusheng Zhang
4. Jiang Chen
5. Jianliang Zhai
6. Zdzisław Brzeźniak
7. Paul Dupuis
8. A. Budhiraja

Citations in the corpus

• A Moderate Deviation Principle for 2-D Stochastic Navier-Stokes Equations Driven by Multiplicative L\'evy Noises (2015, background): “We recall the following lemma proved in [18] (see Proposition 5.”
• Large deviations for neutral functional SDEs with jumps (2015, background): “Röckner and Zhang [24] obtained large deviation results for a class of infinite-dimensional Ornstein–Uhlenbeck type processes with jumps.”
• Large deviation principles for 2-D stochastic Navier–Stokes equations driven by Lévy processes (2009, background): “3 in [19], it follows that there exists a M such that sup {g:I0(g)≤r} ∫ 1”
• A moderate deviation principle for 2-D stochastic Navier-Stokes equations (2015, background): “We recall the following lemma proved in [18] (see Proposition 5.”
• Moderate Deviation Principles for Stochastic Differential Equations with Jumps (2014, unknown): “In contrast, it is only recently that the analogous problems for in…nite dimensional stochastic di¤erential equations (SDE) have received attention [60, 62].”
• Stochastic Reaction-diffusion Equations Driven by Jump Processes (2010, unknown): “Röckner and Zhang in [67] established the existence and uniqueness of solution to and a large deviation principles for a class of stochastic evolution equations driven by jump processes.”
• Strong solutions for SPDE with locally monotone coefficients driven by L\'{e}vy noise (2011, background): “†Corresponding author: weiliu@math.uni-bielefeld.de investigated by many authors, see e.g. Kallianpur and Xiong [27], Albeverio et al [2], Mueller et al [43, 44], Applebaum and Wu [3], Mytnik [45], Truman and Wu [58], Hausenblas [25, 26], Mandrekar and Rüdiger [39], Röckner and Zhang [52], Dong et”
• Large Deviations for Stochastic Partial Differential Equations Driven by a Poisson Random Measure (2012, background): “One exception is the paper [28] that obtains large deviation results for an Ornstein-Uhlenbeck type process driven by an infinite dimensional Lévy noise.”