Large deviations for the invariant measure of a reaction-diffusion equation with non-Gaussian perturbations
From MaRDI portal
Publication:1203356
DOI10.1007/BF01300562zbMath0767.60025MaRDI QIDQ1203356
Publication date: 22 March 1993
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
perturbationlarge deviations principlestochastic partial differential equationunique stationary distributionstrongly-elliptic second-order operator
Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items (27)
Blowup for the heat equation with a noise term ⋮ Martingale solutions and invariant measures for stochastic evolution equations in Banach spaces ⋮ Estimates of blow‐up times of a system of semilinear SPDEs ⋮ Large deviations principle for the invariant measures of the 2D stochastic Navier-Stokes equations on a torus ⋮ Large Deviations from a Stationary Measure for a Class of Dissipative PDEs with Random Kicks ⋮ Large deviation principles for a 2D stochastic Cahn–Hilliard–Navier–Stokes driven by jump noise ⋮ Smoluchowski-Kramers approximation and large deviations for infinite-dimensional nongradient systems with applications to the exit problem ⋮ Lower estimates of transition densities and bounds on exponential ergodicity for stochastic PDEs ⋮ Large deviation principles for a 2D stochastic Allen–Cahn–Navier–Stokes driven by jump noise ⋮ Large deviations for invariant measures of stochastic differential equations with jumps ⋮ Invariant measures for semilinear stochastic equations ⋮ Large deviations for invariant measures of multivalued stochastic differential equations ⋮ Large Deviations for Stationary Measures of Stochastic Nonlinear Wave Equations\\with Smooth White Noise ⋮ Large deviation for a 3D globally modified Cahn-Hilliard-Navier-Stokes model under random influences ⋮ Large deviation principles for a 2D liquid crystal model with jump noise ⋮ Large deviations for invariant measures of SPDEs with two reflecting walls ⋮ Large deviations for invariant measures of general stochastic reaction-diffusion systems ⋮ The small time asymptotics of SPDEs with reflection ⋮ Uniform large deviations for parabolic SPDEs and applications ⋮ Existence and uniqueness of invariant measures for SPDEs with two reflecting walls ⋮ Large deviations for invariant measures of the white-forced 2D Navier-Stokes equation ⋮ Invariant measures for a random evolution equation with small perturbations ⋮ Approximation of quasi-potentials and exit problems for multidimensional RDE’s with noise ⋮ Large deviation for a 2D Cahn-Hilliard-Navier-Stokes model under random influences ⋮ Large deviation for a 2D Allen–Cahn–Navier–Stokes model under random influences ⋮ Stabilization by noise for a class of stochastic reaction-diffusion equations ⋮ Large deviations principle for the invariant measures of the 2D stochastic Navier-Stokes equations with vanishing noise correlation
Cites Work
- Long time existence for the heat equation with a noise term
- Semidynamical systems in infinite dimensional spaces
- On some applicable versions of abstract large deviations theorems
- Large deviations for a reaction-diffusion equation with non-Gaussian perturbations
- Coupling and invariant measures for the heat equation with noise
- A decomposition of the Brownian path
- Random Perturbations of Reaction-Diffusion Equations: The Quasi-Deterministic Approximation
- Parabolic Ito Equations
- ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Large deviations for the invariant measure of a reaction-diffusion equation with non-Gaussian perturbations