Microscopic derivations of several Hamilton-Jacobi equations in infinite dimensions, and large deviation of stochastic systems

DOI10.1016/j.na.2005.03.011zbMath1224.35341OpenAlexW1996918848MaRDI QIDQ1000012

Jin Feng

Publication date: 4 February 2009

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.na.2005.03.011

zbMATH Keywords

large deviationsviscosity solutionsstochastic systemsHamilton-Jacobi equations in infinite dimensions

Mathematics Subject Classification ID

PDEs in connection with fluid mechanics (35Q35) KdV equations (Korteweg-de Vries equations) (35Q53) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Asymptotic expansions for Markov processes with Lévy generators
• Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. VII: The HJB equation is not always satisfied
• Large deviations from the mckean-vlasov limit for weakly interacting diffusions

This page was built for publication: Microscopic derivations of several Hamilton-Jacobi equations in infinite dimensions, and large deviation of stochastic systems