Large deviations for stochastic evolution equations with small multiplicative noise
Publication:989968
DOI10.1007/s00245-009-9072-2zbMath1387.60052arXiv0801.1443OpenAlexW1973017175MaRDI QIDQ989968
Publication date: 23 August 2010
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0801.1443
variational approachlarge deviation principlereaction-diffusion equations\(p\)-Laplace equationfast diffusion equationsstochastic evolution equationporous media equationsLaplace principleweak convergence approach
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Flows in porous media; filtration; seepage (76S05) Large deviations (60F10)
Related Items (72)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Harnack inequality and applications for stochastic evolution equations with monotone drifts
- Schilder theorem for the Brownian motion on the diffeomorphism group of the circle
- Large deviations for the two-dimensional Navier-Stokes equations with multiplicative noise
- Large deviations for stochastic generalized porous media equations
- Large deviations for infinite dimensional stochastic dynamical systems
- Large deviations for the Boussinesq equations under random influences
- Large deviation principle for stochastic evolution equations
- On discretization schemes for stochastic evolution equations
- Large deviations for stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction term.
- Weak solutions to stochastic porous media equations
- A concise course on stochastic partial differential equations
- Harnack inequality and applications for stochastic generalized porous media equations
- Stochastic generalized porous media and fast diffusion equations
- Harnack inequality and strong Feller property for stochastic fast-diffusion equations
- Equations aux dérivées partielles stochastiques non linéaires. I
- Freidlin-Wentzell's large deviations for homeomorphism flows of non-Lipschitz SDEs
- ON STOCHASTIC EVOLUTION EQUATIONS WITH NON-LIPSCHITZ COEFFICIENTS
- Random Perturbations of Reaction-Diffusion Equations: The Quasi-Deterministic Approximation
- Large deviation problem for some parabolic itǒ equations
- Asymptotic evaluation of certain markov process expectations for large time, I
- Asymptotic evaluation of certain markov process expectations for large time, II
- Asymptotic evaluation of certain Markov process expectations for large time—III
- Strong Solutions of Stochastic Generalized Porous Media Equations: Existence, Uniqueness, and Ergodicity
- Asymptotic probabilities and differential equations
- An introduction to the theory of large deviations
- Stochastic Equations in Infinite Dimensions
This page was built for publication: Large deviations for stochastic evolution equations with small multiplicative noise