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Budhiraja, A., Chen, J. and Dupuis, P. (2013) Large Deviations for Stochastic Partial Differential Equations Driven by a Poisson Random Measure. Stochastic Processes and their Applications, 123, 523-560.
http://dx.doi.org/10.1016/j.spa.2012.09.010

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.