Microscopic derivations of several Hamilton-Jacobi equations in infinite dimensions, and large deviation of stochastic systems

DOI10.1016/J.NA.2005.03.011zbMATH Open1224.35341OpenAlexW1996918848MaRDI QIDQ1000012FDOQ1000012

Authors: Jin Feng 

Publication date: 4 February 2009

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.na.2005.03.011

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zbMATH Keywords

large deviationsviscosity solutionsstochastic systemsHamilton-Jacobi equations in infinite dimensions

Mathematics Subject Classification ID

PDEs in connection with fluid mechanics (35Q35) KdV equations (Korteweg-de Vries equations) (35Q53) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cites Work

• Large deviations for stochastic processes.
• Title not available (Why is that?)
• Title not available (Why is that?)
• Large deviations from the mckean-vlasov limit for weakly interacting diffusions
• Asymptotic expansions for Markov processes with Lévy generators
• Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. VII: The HJB equation is not always satisfied

Cited In (4)

• A comparison principle for Hamilton-Jacobi equations related to controlled gradient flows in infinite dimensions
• A Hamilton-Jacobi PDE associated with hydrodynamic fluctuations from a nonlinear diffusion equation
• Well-posedness of Hamilton-Jacobi equations in population dynamics and applications to large deviations
• Hamilton-Jacobi equations for controlled gradient flows: the comparison principle

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