Large deviation problem for some parabolic itǒ equations

DOI10.1002/cpa.3160450105zbMath0739.60055OpenAlexW2090204905MaRDI QIDQ3986928

Pao-Liu Chow

Publication date: 28 June 1992

Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cpa.3160450105

zbMATH Keywords

semilinear parabolic equationslarge deviation problem of Wentzell-Freidlin type

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cites Work

• Unnamed Item
• Semigroups of linear operators and applications to partial differential equations
• Gaussian measures in Banach spaces
• Exponential estimates in exit probability for some diffusion processes in hilbert spaces

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