Large deviations for a spatial average of stochastic heat and wave equations

DOI10.30757/ALEA.V22-36MaRDI QIDQ6913881zbMATH OpenFDO

Authors Masahisa Ebina

Publication date 17 October 2025

Published in ALEA. Latin American Journal of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.30757/ALEA.V22-36

zbMATH Keywords

large deviation principleMalliavin calculusspatial averagestochastic heat equationstochastic wave equation

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Large deviations (60F10) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites work

• A central limit theorem for the stochastic heat equation
• A central limit theorem for the stochastic wave equation with fractional noise
• Central limit theorems for nonlinear stochastic wave equations in dimension three
• Central limit theorems for stochastic wave equations in dimensions one and two
• Central limit theorems for stochastic wave equations in high dimensions
• Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
• Gaussian fluctuations for the stochastic heat equation with colored noise
• scientific article; zbMATH DE number 3984248 (Why is no real title available?)
• scientific article; zbMATH DE number 2208228 (Why is no real title available?)
• scientific article; zbMATH DE number 3196393 (Why is no real title available?)
• Large deviations and strong mixing
• Large deviations from the mckean-vlasov limit for weakly interacting diffusions
• Large deviations techniques and applications.
• Long time existence for the heat equation with a noise term
• Moderate deviations and functional LIL for super-Brownian motion
• Spatial ergodicity for SPDEs via Poincaré-type inequalities
• Spatial ergodicity of stochastic wave equations in dimensions 1, 2 and 3
• Stochastic integrals for SPDEs: a comparison
• The law of the iterated logarithm for spatial averages of the stochastic heat equation
• The Malliavin Calculus and Related Topics

Cited in

(1)

• Gaussian fluctuations for the nonlinear stochastic heat equation with drift

This page was built for publication: Large deviations for a spatial average of stochastic heat and wave equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6913881)