Large deviation principle for occupation measures of stochastic generalized Burgers-Huxley equation

DOI10.1007/S10959-022-01180-2zbMath1514.60039arXiv2107.00622OpenAlexW3177167199WikidataQ114225089 ScholiaQ114225089MaRDI QIDQ6046203

Ankit Kumar, Manil T. Mohan

Publication date: 16 May 2023

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2107.00622

zbMATH Keywords

invariant measureslarge deviation principleirreducibilityoccupation measuresstrong Fellerstochastic generalized Burgers-Huxley equation

Mathematics Subject Classification ID

PDEs in connection with fluid mechanics (35Q35) Maximum principles in context of PDEs (35B50) Large deviations (60F10) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (1)

Absolute continuity of the solution to stochastic generalized Burgers-Huxley equation

Cites Work

• Irreducibility of stochastic real Ginzburg-Landau equation driven by \(\alpha\)-stable noises and applications
• Structural properties of semilinear SPDEs driven by cylindrical stable processes
• Global solutions of reaction-diffusion systems
• Large deviation principle of occupation measures for non-linear monotone SPDEs
• Large deviations for the two-dimensional Navier-Stokes equations with multiplicative noise
• A large deviation principle for 2D stochastic Navier-Stokes equation
• Semigroups of linear operators and applications to partial differential equations
• Compact sets in the space \(L^ p(0,T;B)\)
• Large deviations for a reaction-diffusion equation with non-Gaussian perturbations
• Differentiability of the transition semigroup of the stochastic Burgers equations, and application to the corresponding Hamilton-Jacobi equation
• Uniformly integrable operators and large deviations for Markov processes
• Asymptotics for stochastic reaction-diffusion equation driven by subordinate Brownian motion
• On the constants for some fractional Gagliardo-Nirenberg and Sobolev inequalities
• Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems.
• Large deviations and Gallavotti-Cohen principle for dissipative PDEs with rough noise
• On the generalized Burgers-Huxley equation: existence, uniqueness, regularity, global attractors and numerical studies
• Moderate deviations for a stochastic Burgers equation
• Large deviation principle of occupation measure for stochastic Burgers equation
• Ergodicity of the stochastic real Ginzburg-Landau equation driven by \(\alpha\)-stable noises
• Ergodicity Results for the Stochastic Navier–Stokes Equations: An Introduction
• Large Deviations from a Stationary Measure for a Class of Dissipative PDEs with Random Kicks
• Asymptotic evaluation of certain markov process expectations for large time. IV
• Large deviation problem for some parabolic itǒ equations
• Asymptotic evaluation of certain markov process expectations for large time, II
• Asymptotic evaluation of certain Markov process expectations for large time—III
• Stationary solutions of nonlinear stochastic evolution equations¹
• Ergodicity for Infinite Dimensional Systems
• Stochastic burgers equation with correlated noise
• Moderate deviation principle for the 2D stochastic convective Brinkman–Forchheimer equations
• An introduction to the theory of large deviations
• Stochastic Burgers' equation
• Stochastic Equations in Infinite Dimensions
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Large deviation principle for occupation measures of stochastic generalized Burgers-Huxley equation