A variational representation for positive functionals of infinite dimensional Brownian motion
From MaRDI portal
Let \(H\) be a separable Hilbert space and \(W\) a Wiener process with values in \(H\). The authors derive a variational representation for positive functionals of \(W\). Using the techniques developed by \textit{P. Dupuis} and \textit{R. S. Ellis} [``A weak convergence approach to the theory of large deviations (1997; Zbl 0904.60001)], they obtain Freidlin-Wentzell type large deviation results for (infinite-dimensional) stochastic differential equations driven by a small noise, infinite-dimensional Wiener process.
Recommendations
- scientific article; zbMATH DE number 1254157
- A variational representation for certain functionals of Brownian motion
- Large deviations for infinite-dimensional stochastic systems with jumps
- A representation for positive functionals of a Brownian motion and an application
- Variational representations for continuous time processes
Cited in
(only showing first 100 items - show all)- Clark-Ocone formula and variational representation for Poisson functionals
- Large deviations for the Boussinesq equations under random influences
- A variational representation for certain functionals of Brownian motion
- Exit time asymptotics for small noise stochastic delay differential equations
- Large deviation principle for the micropolar, magneto-micropolar fluid systems
- Large deviations and transitions between equilibria for stochastic Landau-Lifshitz-Gilbert equation
- Rare event simulation via importance sampling for linear SPDE's
- Large deviations for locally monotone stochastic partial differential equations driven by Lévy noise
- The small time asymptotics of SPDEs with reflection
- On stochastic modified 3D Navier-Stokes equations with anisotropic viscosity
- Viscosity limit and deviations principles for a grade-two fluid driven by multiplicative noise
- Well-posedness and large deviations for a class of SPDEs with Lévy noise
- Moderate deviation and central limit theorem for stochastic differential delay equations with polynomial growth
- Large deviations for Brownian particle systems with killing
- Well-posedness and large deviation for degenerate SDEs with Sobolev coefficients
- Stochastic 2D hydrodynamical type systems: well posedness and large deviations
- Large deviations for stochastic models of two-dimensional second grade fluids
- A moderate deviation principle for 2-D stochastic Navier-Stokes equations
- Large deviation principles of obstacle problems for quasilinear stochastic PDEs
- Small time asymptotics for SPDEs with locally monotone coefficients
- Wentzell-Freidlin large deviation principle for stochastic convective Brinkman-Forchheimer equations
- Large deviations for stochastic porous media equations
- A central limit theorem and moderate deviation principle for the stochastic 2D Oldroyd model of order one
- Large deviation principle for stochastic convective Brinkman-Forchheimer equations perturbed by pure jump noise
- Large deviations for stochastic 3D Leray-\( \alpha \) model with fractional dissipation
- Large deviation principle for stochastic Burgers type equation with reflection
- Large deviations for stochastic 2D Navier-Stokes equations on time-dependent domains
- Analysis of stochastic neutral fractional functional differential equations
- Freidlin-Wentzell's large deviation principle for stochastic integral evolution equations
- Transportation inequalities for stochastic heat equation with rough dependence in space
- Uniform large deviations for a class of semilinear stochastic partial differential equations driven by a Brownian sheet
- The Boué-Dupuis formula and the exponential hypercontractivity in the Gaussian space
- Empirical measure and small noise asymptotics under large deviation scaling for interacting diffusions
- Large deviations for (1 + 1)-dimensional stochastic geometric wave equation
- Rare event asymptotics for exploration processes for random graphs
- Pathwise large deviations for white noise chaos expansions
- Central limit theorem and moderate deviations for a class of semilinear stochastic partial differential equations
- Large deviations and averaging for stochastic tamed 3D Navier-Stokes equations with fast oscillations
- Dynamics in a stochastic diffusive plant-herbivore system
- Central limit theorem and moderate deviation principle for stochastic scalar conservation laws
- Large deviation principles for first-order scalar conservation laws with stochastic forcing
- Large deviation principle for the 2D stochastic Cahn-Hilliard-Navier-Stokes equations
- A new approach to large deviations for the Ginzburg-Landau model
- Well posedness, large deviations and ergodicity of the stochastic 2D Oldroyd model of order one
- Large deviations for stochastic nematic liquid crystals driven by multiplicative Gaussian noise
- Large deviation principle for a class of SPDE with locally monotone coefficients
- Large deviations for stochastic porous media equation on general measure spaces
- Stochastic 2D primitive equations: central limit theorem and moderate deviation principle
- Well-posedness and large deviations for 2D stochastic constrained Navier-Stokes equations driven by Lévy noise in the Marcus canonical form
- Large deviation principle for McKean-Vlasov quasilinear stochastic evolution equations
- Systems of small-noise stochastic reaction-diffusion equations satisfy a large deviations principle that is uniform over all initial data
- Global well-posedness and large deviations for 3D stochastic Burgers equations
- Large deviations and averaging for systems of slow-fast stochastic reaction-diffusion equations
- Large deviation for a 2D Cahn-Hilliard-Navier-Stokes model under random influences
- Moderate deviations for a stochastic Burgers equation
- Large deviations for stochastic fractional integrodifferential equations
- Large deviations of mean-field stochastic differential equations with jumps
- Grade-two fluids on non-smooth domain driven by multiplicative noise: existence, uniqueness and regularity
- Large deviation principles for 3D stochastic primitive equations
- Moderate deviation principles for weakly interacting particle systems
- Moderate deviations for neutral stochastic differential delay equations with jumps
- Equivalences and counterexamples between several definitions of the uniform large deviations principle
- Large deviations for optimal filtering with fractional Brownian motion
- Large deviation principles for the stochastic quasi-geostrophic equations
- Large deviations for the stochastic derivative Ginzburg-Landau equation with multiplicative noise
- Large deviations for a class of semilinear stochastic partial differential equations
- Large deviation principle for stochastic heat equation with memory
- Freidlin-Wentzell's large deviations for homeomorphism flows of non-Lipschitz SDEs
- Large deviations for synchronized system
- Large and moderate deviations principles and central limit theorem for the stochastic 3D primitive equations with gradient-dependent noise
- A large deviation principle for the stochastic generalized Ginzburg-Landau equation driven by jump noise
- Uniform large deviations for a class of Burgers-type stochastic partial differential equations in any space dimension
- Moderate deviation principle for the two-dimensional stochastic Navier-Stokes equations with anisotropic viscosity
- A representation for positive functionals of a Brownian motion and an application
- On large deviations for small noise Itô processes
- Well-posedness and large deviations of the stochastic modified Camassa-Holm equation
- Large deviations for a fractional stochastic heat equation in spatial dimension \(\mathbb{R}^d\) driven by a spatially correlated noise
- Large deviations for multiscale diffusion via weak convergence methods
- Asymptotics of stochastic 2D hydrodynamical type systems in unbounded domains
- Large deviations for the 3D stochastic Navier-Stokes-Voight equations
- Moderate deviations for stochastic models of two-dimensional second grade fluids
- Large deviations for the stochastic predator-prey model with nonlinear functional response
- On the form of the large deviation rate function for the empirical measures of weakly interacting systems
- General large deviations and functional iterated logarithm law for multivalued stochastic differential equations
- The law of the iterated logarithm for a class of SPDEs
- Large deviation for a 2D Allen-Cahn-Navier-Stokes model under random influences
- Large deviations for nonlinear stochastic Schrödinger equation
- Large deviations for stochastic Kuramoto–Sivashinsky equation with multiplicative noise
- Freidlin-Wentzell type large deviation principle for multiscale locally monotone SPDEs
- Large deviations for stochastic integrodifferential equations of the Itô type with multiple randomness
- Some large deviation asymptotics in small noise filtering problems
- Moderate deviations for stochastic Kuramoto–Sivashinsky equation
- A moderate deviation principle for stochastic Volterra equation
- Gibbs measure for the focusing fractional NLS on the torus
- Large deviation principles for a 2D stochastic Cahn–Hilliard–Navier–Stokes driven by jump noise
- Moderate deviations for stochastic tidal dynamics equations with multiplicative Gaussian noise
- Exponential inequalities for exit times for two dimensional stochastic tidal dynamics equations
- Large deviation principles for a 2D stochastic Allen-Cahn-Navier-Stokes driven by jump noise
- Large deviations for invariant measures of stochastic differential equations with jumps
- Large deviation principle for SDEs with Dini continuous drifts
This page was built for publication: A variational representation for positive functionals of infinite dimensional Brownian motion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2772038)
