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Cites work
- scientific article; zbMATH DE number 3761100 (Why is no real title available?)
- scientific article; zbMATH DE number 3428313 (Why is no real title available?)
- Ecole d'ete de probabilités de Saint-Flour VIII-1978. Edite par P. L. Hennequin
- Existence and uniqueness results for semilinear stochastic partial differential equations
- Large deviations for a reaction-diffusion equation with non-Gaussian perturbations
- Large deviations for stochastic Volterra equations
- Stochastic Burgers' equation
- Stochastic burgers equation with correlated noise
- The law of the solution to a nonlinear hyperbolic SPDE
- Uniform large deviations for parabolic SPDEs and applications
Cited in
(69)- Large deviations for stationary measures of stochastic nonlinear wave equations with smooth white noise
- The law of the iterated logarithm for a class of SPDEs
- Large deviations for a stochastic Cahn-Hilliard equation in Hölder norm
- Pathwise large deviations for the rough Bergomi model
- Large deviations for a class of semilinear stochastic partial differential equations
- Large deviations for stochastic Kuramoto–Sivashinsky equation with multiplicative noise
- Uniform large deviations for a class of semilinear stochastic partial differential equations driven by a Brownian sheet
- Kolmogorov equations in infinite dimensions: well-posedness and regularity of solutions, with applications to stochastic generalized Burgers equations
- Large deviations for infinite dimensional stochastic dynamical systems
- \(m\)-dissipativity of Kolmogorov operators corresponding to Burgers equations with space-time white noise
- Stochastic evolution equations of jump type: Existence, uniqueness and large deviation princi\-ples
- Stochastic 3D tamed Navier-Stokes equations: existence, uniqueness and small time large deviation principles
- Stochastic generalized Burgers equations driven by fractional noises
- Large deviation principles for a 2D stochastic Allen-Cahn-Navier-Stokes driven by jump noise
- Large deviation principles of stochastic reaction-diffusion lattice systems
- Uniform large deviation principles for Banach space valued stochastic evolution equations
- Large deviations for stochastic models of two-dimensional second grade fluids driven by Lévy noise
- Large deviations for stochastic nonlinear beam equations
- Systems of small-noise stochastic reaction-diffusion equations satisfy a large deviations principle that is uniform over all initial data
- Large deviation for a 3D globally modified Cahn-Hilliard-Navier-Stokes model under random influences
- Large deviations for stochastic tamed 3D Navier-Stokes equations
- Large deviation principles for 2-D stochastic Navier-Stokes equations driven by Lévy processes
- Large deviations of fractional stochastic equations with non-Lipschitz drift and multiplicative noise on unbounded domains
- Large deviations for stochastic models of two-dimensional second grade fluids
- Uniform large deviations for a class of Burgers-type stochastic partial differential equations in any space dimension
- Large deviation for stochastic Cahn-Hilliard partial differential equations
- Moderate deviations for stochastic Kuramoto–Sivashinsky equation
- A support theorem for a generalized Burgers SPDE
- Uniform large deviations for the nonlinear Schrödinger equation with multiplicative noise
- Freidliln–Wentzell type estimates for solutions of hyperbolic SPDEs in Besov–Orlicz spaces and applications
- Central limit theorems and moderate deviations for stochastic reaction-diffusion lattice systems
- Moderate deviations for stochastic reaction-diffusion equations with multiplicative noise
- Moderate deviations for a stochastic Burgers equation
- Central limit theorem and moderate deviations for a class of semilinear stochastic partial differential equations
- Moderate deviations for stochastic fractional heat equation driven by fractional noise
- The stochastic Swift-Hohenberg equation
- Large deviations for nonlocal stochastic neural fields
- Large deviation principle for the fourth-order stochastic heat equations with fractional noises
- A large deviation principle of retarded Ornstein-Uhlenbeck processes driven by Lévy noise
- Large deviations for the stochastic quasigeostrophic equation with multiplicative noise
- Moderate deviations for a class of semilinear SPDE with fractional noises
- Large deviation for two-time-scale stochastic Burgers equation
- Moderate deviations for stochastic models of two-dimensional second grade fluids
- Large deviation principles for 3D stochastic primitive equations
- Large deviations for stochastic generalized porous media equations
- Asymptotics of stochastic Burgers equation with jumps
- Large deviation principle for a class of stochastic hydrodynamical type systems driven by multiplicative Lévy noises
- Large deviations for stochastic integrodifferential equations of the Itô type with multiple randomness
- The law of the iterated logarithm for two-dimensional stochastic Navier-Stokes equations
- 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.
- On \(L^ {p}\)-solutions of semilinear stochastic partial differential equations.
- Large deviation for a 2D Allen-Cahn-Navier-Stokes model under random influences
- Uniform large deviations for parabolic SPDEs and applications
- Large deviation principle for stochastic Burgers type equation with reflection
- Large deviations for locally monotone stochastic partial differential equations driven by Lévy noise
- A moderate deviation principle for 2-D stochastic Navier-Stokes equations driven by multiplicative Lévy noises
- Large deviation for a 2D Cahn-Hilliard-Navier-Stokes model under random influences
- Large deviations for 2-D stochastic Navier-Stokes equations driven by multiplicative \textit{Lévy} noises
- Large deviation principles for a 2D stochastic Cahn–Hilliard–Navier–Stokes driven by jump noise
- Large deviations for the stochastic derivative Ginzburg-Landau equation with multiplicative noise
- Large deviations for stochastic equations in Hilbert spaces with non-Lipschitz drift
- Large deviation principle of stochastic evolution equations with reflection
- Moderate deviation and central limit theorem for stochastic differential delay equations with polynomial growth
- Large deviations for SPDEs of jump type
- Stochastic heat equation with Burgers term driven by fractional noises with two reflecting walls
- A moderate deviation principle for 2-D stochastic Navier-Stokes equations
- Large deviation principles of obstacle problems for quasilinear stochastic PDEs
- Small perturbation of stochastic parabolic equations: A power series analysis
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