Freidlin-Wentzell’s Large Deviations for Stochastic Evolution Equations with Poisson Jumps

作     者：Huiyan Zhao Siyan Xu Huiyan Zhao;Siyan Xu

作者机构：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 

出 版 物：《Advances in Pure Mathematics》 (理论数学进展（英文）)

年 卷 期：2016年第6卷第10期

页      面：676-694页

学科分类：07[理学] 0701[理学-数学] 070101[理学-基础数学] 

主　　题：Stochastic Evolution Equation Poisson Jumps Freidlin-Wentzell’s Large Deviation Weak Convergence Method 

摘      要：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.