Asymptotics of stochastic Burgers equation with jumps
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DOI: 10.1016/j.spl.2020.108770
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- Budhiraja, Amarjit & Chen, Jiang & Dupuis, Paul, 2013. "Large deviations for stochastic partial differential equations driven by a Poisson random measure," Stochastic Processes and their Applications, Elsevier, vol. 123(2), pages 523-560.
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Keywords
Stochastic Burgers equation; Exponential ergodicity; Large deviation principle; Poisson processes;All these keywords.
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