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  • Search: subject:"Diffusion equation with Poisson point source"
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Diffusion equation with Poisson point source 1 Freidlin–Wentzell asymptotics 1 Large deviations 1 Poisson random measure 1 Stochastic partial differential equation 1 Variational representation 1
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Budhiraja, Amarjit 1 Chen, Jiang 1 Dupuis, Paul 1
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Stochastic Processes and their Applications 1
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Large deviations for stochastic partial differential equations driven by a Poisson random measure
Budhiraja, Amarjit; Chen, Jiang; Dupuis, Paul - In: Stochastic Processes and their Applications 123 (2013) 2, pp. 523-560
Stochastic partial differential equations driven by Poisson random measures (PRMs) have been proposed as models for many different physical systems, where they are viewed as a refinement of a corresponding noiseless partial differential equation (PDE). A systematic framework for the study of...
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