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Asymptotics for stochastic Burgers equation with jumps by Hu, Shulan; Wang, Ran is a scholarly article available to read on EtoBox.

What is Asymptotics for stochastic Burgers equation with jumps about?

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

Author

Hu, Shulan; Wang, Ran

Published

2019

Language

EN