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Budhiraja, A., Dupuis, P. and Maroulas, V. (2008) Large Deviations for Infinite Dimensional Stochastic Dynamical Systems. Annals of Probability, 36, 1390-1420.
http://dx.doi.org/10.1214/07-AOP362

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.