Large deviation principle for SPDEs with Levy noise
Seminar Room 1, Newton Institute
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.