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

DOI10.1016/j.na.2005.03.011zbMath1224.35341MaRDI QIDQ1000012

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

zbMATH Keywords

large deviations; viscosity solutions; stochastic systems; Hamilton-Jacobi equations in infinite dimensions

Mathematics Subject Classification ID

35Q35: PDEs in connection with fluid mechanics

35Q53: KdV equations (Korteweg-de Vries equations)

60H30: Applications of stochastic analysis (to PDEs, etc.)