Large deviations for infinite dimensional stochastic dynamical systems
From MaRDI portal
Abstract: The large deviations analysis of solutions to stochastic differential equations and related processes is often based on approximation. The construction and justification of the approximations can be onerous, especially in the case where the process state is infinite dimensional. In this paper we show how such approximations can be avoided for a variety of infinite dimensional models driven by some form of Brownian noise. The approach is based on a variational representation for functionals of Brownian motion. Proofs of large deviations properties are reduced to demonstrating basic qualitative properties (existence, uniqueness and tightness) of certain perturbations of the original process.
Recommendations
- Large deviations for a class of semilinear stochastic partial differential equations
- Large deviations for infinite-dimensional stochastic systems with jumps
- Large deviation principle for stochastic evolution equations
- Large deviation principle for a class of SPDE with locally monotone coefficients
- Large deviations for stochastic partial differential equations driven by a Poisson random measure
Cites work
- A variational representation for positive functionals of infinite dimensional Brownian motion
- Diffusion approximation of nuclear space-valued stochastic differential equations driven by Poisson random measures
- Existence, uniqueness and smoothnessfor a class of function valued stochastic partial differential equations
- Freidlin-Wentzell's large deviations for homeomorphism flows of non-Lipschitz SDEs
- scientific article; zbMATH DE number 1713116 (Why is no real title available?)
- scientific article; zbMATH DE number 4140947 (Why is no real title available?)
- scientific article; zbMATH DE number 3826915 (Why is no real title available?)
- scientific article; zbMATH DE number 3984248 (Why is no real title available?)
- scientific article; zbMATH DE number 4105954 (Why is no real title available?)
- scientific article; zbMATH DE number 3678842 (Why is no real title available?)
- scientific article; zbMATH DE number 53999 (Why is no real title available?)
- scientific article; zbMATH DE number 1153603 (Why is no real title available?)
- scientific article; zbMATH DE number 3428313 (Why is no real title available?)
- Large deviation for diffusions and Hamilton-Jacobi equation in Hilbert spaces
- Large deviation principle for stochastic evolution equations
- Large deviation problem for some parabolic itǒ equations
- Large deviations for a Burgers'-type SPDE
- Large deviations for a class of stochastic partial differential equations
- Large deviations for a reaction-diffusion equation with non-Gaussian perturbations
- Large deviations for diffusion processes in duals of nuclear spaces
- Large deviations for stochastic processes.
- Large deviations for stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction term.
- Large deviations for the two-dimensional Navier-Stokes equations with multiplicative noise
- Large fluctuations for a nonlinear heat equation with noise
- On Smoothness Conditions for Trajectories of Random Functions
- Random Perturbations of Reaction-Diffusion Equations: The Quasi-Deterministic Approximation
- Reductions and Deviations for Stochastic Partial Differential Equations Under Fast Dynamical Boundary Conditions
- Schilder theorem for the Brownian motion on the diffeomorphism group of the circle
- Stochastic Equations in Infinite Dimensions
- Uniform large deviations for parabolic SPDEs and applications
Cited in
(only showing first 100 items - show all)- A PDE approach to large deviations in Hilbert spaces
- Large deviations for the Boussinesq equations under random influences
- Large deviations for Young measures and statistical mechanics of infinite dimensional dynamical systems with conservation law
- Large deviations in expanding random dynamical systems
- Moderate deviations for a stochastic wave equation in dimension three
- Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales
- Exit time asymptotics for small noise stochastic delay differential equations
- Large deviation principle for the micropolar, magneto-micropolar fluid systems
- Rare event simulation via importance sampling for linear SPDE's
- Large deviations for locally monotone stochastic partial differential equations driven by Lévy noise
- Large deviations for the 2-D derivative Ginzburg-Landau equation with multiplicative noise
- Large deviation principle for a stochastic Allen-Cahn equation
- Moderate deviations for the Langevin equation with strong damping
- On stochastic modified 3D Navier-Stokes equations with anisotropic viscosity
- Viscosity limit and deviations principles for a grade-two fluid driven by multiplicative noise
- Large deviations and approximations for slow-fast stochastic reaction-diffusion equations
- Moderate deviation and central limit theorem for stochastic differential delay equations with polynomial growth
- Large deviation principle for a space-time fractional stochastic heat equation with fractional noise
- A sample path large deviation principle for \(L^2\)-martingale measure processes
- Large-deviation inequalities for parameter estimators in stochastic systems
- Large deviations for a class of stochastic partial differential equations
- Large deviation principle for diffusion processes under a sublinear expectation
- Well-posedness and large deviation for degenerate SDEs with Sobolev coefficients
- Stochastic 2D hydrodynamical type systems: well posedness and large deviations
- Large deviations for small noise diffusions in a fast Markovian environment
- Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: central limit theorem and moderate deviation asymptotics
- Large deviations for stochastic models of two-dimensional second grade fluids
- 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
- Short time large deviations of the KPZ equation
- 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 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
- Large deviations principle for the invariant measures of the 2D stochastic Navier-Stokes equations with vanishing noise correlation
- Uniform large deviations for a class of semilinear stochastic partial differential equations driven by a Brownian sheet
- Analytic proof of multivariate stable local large deviations and application to deterministic dynamical systems
- Large deviations for (1 + 1)-dimensional stochastic geometric wave equation
- Pathwise large deviations for white noise chaos expansions
- Large and moderate deviations for stochastic Volterra systems
- 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
- Central limit theorem and moderate deviation principle for stochastic scalar conservation laws
- Large deviations for a slow-fast system with jump-diffusion processes
- Lower tail of the KPZ equation
- 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 deviation principle for a class of SPDE with locally monotone coefficients
- Large deviations for stochastic porous media equation on general measure spaces
- Stochastic hyperbolic systems, small perturbations and pathwise approximation
- 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
- Large deviations for 2D primitive equations driven by multiplicative Lévy noises
- Large deviation principle for some measure-valued processes
- Moderate deviations for stochastic heat equation with rough dependence in Space
- 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
- Large deviations for the dynamic \(\phi ^{2n}_d\) model
- Moderate deviations for a stochastic Burgers equation
- Large deviations for fast transport stochastic RDEs with applications to the exit problem
- Rough flows
- Large deviations for stochastic fractional integrodifferential equations
- Large deviations of mean-field stochastic differential equations with jumps
- Large deviations for empirical measures of switching diffusion processes with small parameters
- Moderate deviation principles for weakly interacting particle systems
- Rare events in the Boussinesq system with fluctuating dynamical boundary conditions
- Equivalences and counterexamples between several definitions of the uniform large deviations principle
- Schrödinger limit of weakly dissipative stochastic Klein-Gordon-Schrödinger equations and large deviations
- Large deviations for optimal filtering with fractional Brownian motion
- Large deviation principles for the stochastic quasi-geostrophic equations
- Large deviations for a class of semilinear stochastic partial differential equations
- Large deviation principle for stochastic heat equation with memory
- Large deviations for stochastic differential equations with general delayed generator
- 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
- Moderate deviation principle for a class of stochastic partial differential equations
- Large deviation for mean-field stochastic differential equations with subdifferential operator
- On large deviations for small noise Itô processes
- Large deviations for infinite-dimensional stochastic systems with jumps
- Correlation asymptotics from large deviations in dynamical systems with infinite measure
- Nonstandard Analysis of the Behavior of Ergodic Means of Dynamical Systems on Very Big Finite Probability Spaces
- scientific article; zbMATH DE number 3964584 (Why is no real title available?)
- scientific article; zbMATH DE number 1021774 (Why is no real title available?)
- Large deviations for invariant measures of SPDEs with two reflecting walls
- Asymptotics of stochastic 2D hydrodynamical type systems in unbounded domains
- Adaptive meshfree backward SDE filter
- Moderate deviations for stochastic models of two-dimensional second grade fluids
- Large deviations for flows of interacting Brownian motions
- Large deviations for stochastic 3D cubic Ginzburg-Landau equation with multiplicative noise
- 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
This page was built for publication: Large deviations for infinite dimensional stochastic dynamical systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q941300)
