Large deviation principle of occupation measures for non-linear monotone SPDEs (Q829390): Difference between revisions

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Language	Label	Description	Also known as
English	Large deviation principle of occupation measures for non-linear monotone SPDEs	scientific article

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scholarly article

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Large deviation principle of occupation measures for non-linear monotone SPDEs (English)

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Science China. Mathematics

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publication date

6 May 2021

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full work available at URL

https://arxiv.org/abs/1601.06270

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zbMATH Keywords

stochastic partial differential equation

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large deviation principle

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occupation measure

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hyper-exponential recurrence

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MaRDI profile type

MaRDI publication profile

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Existence of strong solutions for stochastic porous media equation under general monotonicity conditions

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Stochastic porous media equations and self-organized criticality: Convergence to the critical state in all dimensions

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Probabilistic representation for solutions of an irregular porous media type equation: The degenerate case

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Strong Solutions of Stochastic Generalized Porous Media Equations: Existence, Uniqueness, and Ergodicity

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Ergodicity for Infinite Dimensional Systems

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Invariant measures of stochastic \(2D\) Navier-Stokes equation driven by \(\alpha\)-stable processes

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Asymptotic evaluation of certain markov process expectations for large time, I

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Asymptotic evaluation of certain markov process expectations for large time, II

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Asymptotic evaluation of certain Markov process expectations for large time—III

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Asymptotic evaluation of certain markov process expectations for large time. IV

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Uniqueness of the invariant measure for a stochastic PDE driven by degenerate noise

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Formulae for the derivatives of heat semigroups

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Large deviation principle of occupation measure for stochastic Burgers equation

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A large deviation principle for 2D stochastic Navier-Stokes equation

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Exponential mixing for a stochastic partial differential equation driven by degenerate noise

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A Note on Maximal Inequality for Stochastic Convolutions

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Large deviations for occupation times of Markov processes with \(L_{2}\) semigroups

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Large deviations and Gallavotti-Cohen principle for dissipative PDEs with rough noise

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Harnack inequality and applications for stochastic evolution equations with monotone drifts

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On the stochastic \(p\)-Laplace equation

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Ergodicity of transition semigroups for stochastic fast diffusion equations

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SPDE in Hilbert space with locally monotone coefficients

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Stochastic partial differential equations: an introduction

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Harnack inequality and strong Feller property for stochastic fast-diffusion equations

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THE GEOMETRY OF DISSIPATIVE EVOLUTION EQUATIONS: THE POROUS MEDIUM EQUATION

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Stochastic Partial Differential Equations with Levy Noise

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A concise course on stochastic partial differential equations

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Exponential ergodicity and regularity for equations with Lévy noise

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Stochastic generalized porous media and fast diffusion equations

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Harnack inequality and applications for stochastic generalized porous media equations

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Harnack Inequalities for Stochastic Partial Differential Equations

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Exponential convergence of non-linear monotone SPDEs

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Asymptotic couplings by reflection and applications for nonlinear monotone SPDEs

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Irreducibility of stochastic real Ginzburg-Landau equation driven by \(\alpha\)-stable noises and applications

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Asymptotics for stochastic reaction-diffusion equation driven by subordinate Brownian motion

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Uniformly integrable operators and large deviations for Markov processes

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Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems.

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Large deviation principles for Markov processes via phi-Sobolev inequalities

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Ergodicity of the stochastic real Ginzburg-Landau equation driven by \(\alpha\)-stable noises

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Irreducibility and strong Feller property for non-linear SPDEs

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1007/S11425-018-9482-1

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Sitelinks

Mathematics(1 entry)

mardi Publication:829390

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