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Dupuis, P. and Ellis, R.S. (1997) A Weak Convergence Approach to the Theory of Large Deviations. Wiley Series in Probability and Statistics: Probability and Statistics. A Wiley-Interscience Publication. John Wiley and Sons, Inc., New York.
http://dx.doi.org/10.1002/9781118165904

has been cited by the following article:

• TITLE: Freidlin-Wentzell’s Large Deviations for Stochastic Evolution Equations with Poisson Jumps

  AUTHORS: Huiyan Zhao, Siyan Xu

  KEYWORDS: Stochastic Evolution Equation, Poisson Jumps, Freidlin-Wentzell’s Large Deviation, Weak Convergence Method

  JOURNAL NAME: Advances in Pure Mathematics, Vol.6 No.10, September 19, 2016

  ABSTRACT: We establish a Freidlin-Wentzell’s large deviation principle for general stochastic evolution equations with Poisson jumps and small multiplicative noises by using weak convergence method.