Asymptotics for stochastic Burgers equation with jumps

preprint2020arXivOpen access

For one-dimensional stochastic Burgers equation driven by Brownian motion and Poisson process, we study the $ψ$ -uniformly exponential ergodicity with $ψ(x)=1+\|x\|$ , the moderate deviation principle and the large deviation principle for the occupation measures.

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Asymptotics for stochastic Burgers equation with jumps

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