Large deviation principle for stochastic evolution equations

DOI10.1007/BF01311351zbMATH Open0792.60057MaRDI QIDQ1326290FDOQ1326290

Szymon Peszat

Publication date: 14 July 1994

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

large deviation principlestochastic convolutionsfinite-dimensional diffusions

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

• Stochastic Equations in Infinite Dimensions
• Semigroups of linear operators and applications to partial differential equations
• Regularity of solutions of linear stochastic equations in hilbert spaces
• Large fluctuations for a nonlinear heat equation with noise
• Asymptotic probabilities and differential equations
• Some Asymptotic Formulas for Wiener Integrals
• Large deviations for a reaction-diffusion equation with non-Gaussian perturbations
• Random Perturbations of Reaction-Diffusion Equations: The Quasi-Deterministic Approximation
• Large deviation problem for some parabolic itǒ equations
• Exponential estimates in exit probability for some diffusion processes in hilbert spaces
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (50)

• Large deviation principle for spatial economic growth model on networks
• Large deviation principle for a class of SPDE with locally monotone coefficients
• Equivalences and counterexamples between several definitions of the uniform large deviations principle
• Freidlin-Wentzell's large deviations for stochastic evolution equations
• Large deviations for infinite dimensional stochastic dynamical systems
• Large deviations for stochastic evolution equations with small multiplicative noise
• Schrödinger limit of weakly dissipative stochastic Klein-Gordon-Schrödinger equations and large deviations
• Strict positivity for stochastic heat equations
• Large deviations and averaging for systems of slow-fast stochastic reaction-diffusion equations
• Large deviation for a 2D Allen–Cahn–Navier–Stokes model under random influences
• 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 the Boussinesq equations under random influences
• Large deviations of fractional stochastic equations with non-Lipschitz drift and multiplicative noise on unbounded domains
• Uniform large deviations of fractional stochastic equations with polynomial drift on unbounded domains
• Existence, uniqueness, and asymptotic behavior of mild solutions to stochastic functional differential equations in Hilbert spaces
• Logarithmic Asymptotics of the Densities of SPDEs Driven by Spatially Correlated Noise
• Large Deviations for Semilinear Differential Stochastic Equations with Dissipative Non-linearities
• Stochastic Volterra equations in Banach spaces and stochastic partial differential equation
• Uniform large deviations for the nonlinear Schrödinger equation with multiplicative noise
• Large Deviation Principle for Singularly Perturbed Stochastic Damped Wave Equations
• The dynamics of the stochastic shadow Gierer-Meinhardt system
• A Large Deviation Principle of Retarded Ornstein-Uhlenbeck Processes Driven by Lévy Noise
• Large deviation principle of occupation measures for non-linear monotone SPDEs
• Large deviations and averaging for stochastic tamed 3D Navier-Stokes equations with fast oscillations
• Large deviations and approximations for slow-fast stochastic reaction-diffusion equations
• Moderate deviations for stochastic reaction-diffusion equations with multiplicative noise
• Maximal inequalities for stochastic convolutions and pathwise uniform convergence of time discretisation schemes
• Large deviations for the stochastic quasigeostrophic equation with multiplicative noise
• Large deviation principle for SDEs with Dini continuous drifts
• Large deviation principle for semilinear stochastic evolution equations with Poisson noise
• Stochastic neural field equations: a rigorous footing
• Rare events in the Boussinesq system with fluctuating dynamical boundary conditions
• Large deviations for stochastic integrodifferential equations of the Itô type with multiple randomness
• A PDE approach to large deviations in Hilbert spaces
• Large Deviations for Stationary Measures of Stochastic Nonlinear Wave Equations\\with Smooth White Noise
• Small time asymptotics for stochastic evolution equations
• Stochastic evolution equations with a spatially homogeneous Wiener process
• Large deviation principle of occupation measure for stochastic Burgers equation
• Large deviations for stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction term.
• Uniform large deviations for parabolic SPDEs and applications
• Title not available (Why is that?)
• Moderate deviations for neutral functional stochastic differential equations driven by Lévy noises
• Large deviations for the stochastic derivative Ginzburg-Landau equation with multiplicative noise
• Analysis of stochastic neutral fractional functional differential equations
• Large deviations for stochastic PDE with Lévy noise
• Freidlin--Wentzell Type Large Deviation Principle for Multiscale Locally Monotone SPDEs
• Title not available (Why is that?)
• Stochastic hyperbolic systems, small perturbations and pathwise approximation
• Large deviation for diffusions and Hamilton-Jacobi equation in Hilbert spaces

This page was built for publication: Large deviation principle for stochastic evolution equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1326290)