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SPD

Seminar

Large deviation principle for SPDEs with Levy noise

Zabczyk, J (Warsaw)
Tuesday 05 January 2010, 09:00-10:00

Seminar Room 1, Newton Institute

Abstract

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.

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