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

DOI10.1016/J.SPA.2017.08.010zbMath1390.60114arXiv1701.01204OpenAlexW2577672968MaRDI QIDQ1747797

Ran Wang, Lihu Xu

Publication date: 27 April 2018

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1701.01204

zbMATH Keywords

occupation measurelarge deviation principlestochastic reaction-diffusion equationsubordinate Brownian motions

Mathematics Subject Classification ID

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

Related Items (13)

Large deviation principle for occupation measures of two dimensional stochastic convective Brinkman-Forchheimer equations ⋮ Large deviation principle of occupation measures for non-linear monotone SPDEs ⋮ Singular integrals of stable subordinator ⋮ Asymptotics of stochastic Burgers equation with jumps ⋮ Limits of invariant measures of stochastic Burgers equations driven by two kinds of \(\alpha\)-stable processes ⋮ Nonlinear parabolic stochastic evolution equations in critical spaces Part I. Stochastic maximal regularity and local existence* ⋮ Singular integrals of subordinators with applications to structural properties of SPDEs ⋮ Large deviations principle via Malliavin calculus for the Navier-Stokes system driven by a degenerate white-in-time noise ⋮ Large deviation principle for occupation measures of stochastic generalized Burgers-Huxley equation ⋮ Irreducibility of stochastic complex Ginzburg-Landau equations driven by pure jump noise and its applications ⋮ Accessibility of SPDEs driven by pure jump noise and its applications ⋮ Large deviations and entropy production in viscous fluid flows ⋮ The \(\alpha \)-dependence of the invariant measure of stochastic real Ginzburg-Landau equation driven by \(\alpha \)-stable Lévy processes

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