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Asymptotics of stochastic Burgers equation with jumps

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  • Hu, Shulan
  • Wang, Ran

Abstract

For one-dimensional stochastic Burgers equation driven by Brownian motion and Poisson process, we study the ψ-uniformly exponential ergodicity with ψ(x)=1+‖x‖, the moderate deviation principle and the large deviation principle for the occupation measures.

Suggested Citation

  • Hu, Shulan & Wang, Ran, 2020. "Asymptotics of stochastic Burgers equation with jumps," Statistics & Probability Letters, Elsevier, vol. 162(C).
    • Handle: RePEc:eee:stapro:v:162:y:2020:i:c:s0167715220300730
    DOI: 10.1016/j.spl.2020.108770
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    References listed on IDEAS

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    1. 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.
    2. Gourcy, Mathieu, 2007. "A large deviation principle for 2D stochastic Navier-Stokes equation," Stochastic Processes and their Applications, Elsevier, vol. 117(7), pages 904-927, July.
    3. Wu, Liming, 2001. "Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems," Stochastic Processes and their Applications, Elsevier, vol. 91(2), pages 205-238, February.
    4. Wang, Ran & Xu, Lihu, 2018. "Asymptotics for stochastic reaction–diffusion equation driven by subordinate Brownian motion," Stochastic Processes and their Applications, Elsevier, vol. 128(5), pages 1772-1796.
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