Large Deviation Principle for Mild Solutions of Stochastic Evolution Equations with Multiplicative L\'{e}vy Noise

摘要: We demonstrate the large deviation principle in small noise limit for mild solution of stochastic evolution equations with monotone nonlinearity. A recently developed method, weak convergent has been employed studying deviations. we have used essentially main result Budhiraja et al., [4] which discloses variational representation exponential integrals w.r.t. L\'{e}vy noise. An It\^{o}-type inequality is a tool our proofs. Our framework covers wide range semilinear parabolic, hyperbolic and delay differential equations. give some examples to illustrate applications results.