Large deviation principle for spdes with Levy noise

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• Zabczyk, J (Warsaw)
• Tuesday 05 January 2010, 09:00-10:00
• Seminar Room 1, Newton Institute.

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We study the LDP for solutions of spdes with small Levy noise at a fixed time. Existence of Laplace limits is proved and identified with viscosity solution of a HJB equation associated to a deterministic control problem. Abstract theorems are applied to wave equations perturbed by subordinated Wiener process. The presented results were obtained in collaboration with A. Swiech.

This talk is part of the Isaac Newton Institute Seminar Series series.

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