Large deviation principle for pseudo-monotone evolutionary equation
From MaRDI portal
Recommendations
- Large deviations for stochastic evolution equations with small multiplicative noise
- Freidlin-Wentzell's large deviations for stochastic evolution equations
- Freidlin-Wentzell's large deviation principle for stochastic integral evolution equations
- Large deviation principle for a class of SPDE with locally monotone coefficients
- Freidlin-Wentzell type large deviation principle for multiscale locally monotone SPDEs
Cites work
- A variational representation for positive functionals of infinite dimensional Brownian motion
- An introduction to the theory of large deviations
- Asymptotic probabilities and differential equations
- Degenerate parabolic equations
- Freidlin-Wentzell's large deviations for stochastic evolution equations
- scientific article; zbMATH DE number 3876298 (Why is no real title available?)
- scientific article; zbMATH DE number 3826915 (Why is no real title available?)
- scientific article; zbMATH DE number 3903723 (Why is no real title available?)
- scientific article; zbMATH DE number 45061 (Why is no real title available?)
- scientific article; zbMATH DE number 3513712 (Why is no real title available?)
- scientific article; zbMATH DE number 512560 (Why is no real title available?)
- scientific article; zbMATH DE number 1153603 (Why is no real title available?)
- scientific article; zbMATH DE number 194664 (Why is no real title available?)
- scientific article; zbMATH DE number 3302617 (Why is no real title available?)
- Large deviation principles for 3D stochastic primitive equations
- Large deviation principles of obstacle problems for quasilinear stochastic PDEs
- Large deviations and transitions between equilibria for stochastic Landau-Lifshitz-Gilbert equation
- Large deviations for stochastic evolution equations with small multiplicative noise
- Large deviations for stochastic nematic liquid crystals driven by multiplicative Gaussian noise
- Large deviations for the two-dimensional Navier-Stokes equations with multiplicative noise
- Large deviations techniques and applications.
- Martingale and stationary solutions for stochastic Navier-Stokes equations
- Nonlinear diffusion equations
- Nonlinear partial differential equations with applications
- Nonlinear SPDE driven by Lévy noise: well-posedness, optimal control and invariant measure
- Optimal control for a coupled spin-polarized current and magnetization system
- Stochastic 3D tamed Navier-Stokes equations: existence, uniqueness and small time large deviation principles
- Stochastic doubly nonlinear PDE: large deviation principles and existence of invariant measure
- Stochastic Equations in Infinite Dimensions
- Stochastic evolutionary p-Laplace equation: large deviation principles and transportation cost inequality
- Stochastic optimal control of a doubly nonlinear PDE driven by multiplicative Lévy noise
- Stochastic optimal control of a evolutionary p-Laplace equation with multiplicative Lévy noise
- Stochastic partial differential equations: an introduction
- Stochastic reaction-diffusion equations driven by jump processes
- Well-posedness for a pseudomonotone evolution problem with multiplicative noise
- Well-posedness for nonlinear SPDEs with strongly continuous perturbation
- Équations et inéquations non linéaires dans les espaces vectoriels en dualité
Cited in
(2)
This page was built for publication: Large deviation principle for pseudo-monotone evolutionary equation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6668702)
