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Asymptotics for stochastic Burgers equation with jumps

Published 1 Apr 2019 in math.PR | (1904.00567v3)

Abstract: 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.

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Authors (2)

  1. Shulan Hu 
  2. Ran Wang 

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