Large deviations for a Burgers'-type SPDE

DOI10.1016/S0304-4149(99)00047-2zbMATH Open0996.60073MaRDI QIDQ1613652FDOQ1613652

Authors: Caroline Cardon-Weber 

Publication date: 29 August 2002

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

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zbMATH Keywords

stochastic partial differential equationslarge deviation principlestochastic Burgers equation

Mathematics Subject Classification ID

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

Cites Work

• Existence and uniqueness results for semilinear stochastic partial differential equations
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• Uniform large deviations for parabolic SPDEs and applications
• Large deviations for a reaction-diffusion equation with non-Gaussian perturbations
• Stochastic burgers equation with correlated noise
• Stochastic Burgers' equation
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• The law of the solution to a nonlinear hyperbolic SPDE
• Large deviations for stochastic Volterra equations
• Ecole d'ete de probabilités de Saint-Flour VIII-1978. Edite par P. L. Hennequin

Cited In (69)

• Large deviation principles for a 2D stochastic Allen-Cahn-Navier-Stokes driven by jump noise
• Large deviation principles of stochastic reaction-diffusion lattice systems
• Large deviation for a 3D globally modified Cahn-Hilliard-Navier-Stokes model under random influences
• Moderate deviations for stochastic Kuramoto–Sivashinsky equation
• Central limit theorems and moderate deviations for stochastic reaction-diffusion lattice systems
• Freidliln–Wentzell type estimates for solutions of hyperbolic SPDEs in Besov–Orlicz spaces and applications
• Large deviation principle for a class of stochastic hydrodynamical type systems driven by multiplicative Lévy noises
• Large deviation principles for a 2D stochastic Cahn–Hilliard–Navier–Stokes driven by jump noise
• Large deviation principle of stochastic evolution equations with reflection
• Stochastic heat equation with Burgers term driven by fractional noises with two reflecting walls
• The law of the iterated logarithm for a class of SPDEs
• Pathwise large deviations for the rough Bergomi model
• Large deviations for stochastic Kuramoto–Sivashinsky equation with multiplicative noise
• Large deviations for a class of semilinear stochastic partial differential equations
• 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
• 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 deviations for stochastic tamed 3D Navier-Stokes equations
• Large deviations of fractional stochastic equations with non-Lipschitz drift and multiplicative noise on unbounded domains
• Large deviation principles for 2-D stochastic Navier-Stokes equations driven by Lévy processes
• Uniform large deviations for a class of Burgers-type stochastic partial differential equations in any space dimension
• Large deviations for stochastic models of two-dimensional second grade fluids
• A support theorem for a generalized Burgers SPDE
• Large deviation for stochastic Cahn-Hilliard partial differential equations
• Uniform large deviations for the nonlinear Schrödinger equation with multiplicative noise
• 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
• The stochastic Swift-Hohenberg equation
• 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 fractional heat equation driven by fractional noise
• Large deviations for nonlocal stochastic neural fields
• Moderate deviations for stochastic models of two-dimensional second grade fluids
• A large deviation principle of retarded Ornstein-Uhlenbeck processes driven by Lévy noise
• Large deviation principle for the fourth-order stochastic heat equations with fractional noises
• Large deviation principles for 3D stochastic primitive equations
• Asymptotics of stochastic Burgers equation with jumps
• Large deviations for stochastic generalized porous media equations
• 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 deviation for a 2D Allen-Cahn-Navier-Stokes model under random influences
• 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.
• 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
• Large deviation for a 2D Cahn-Hilliard-Navier-Stokes model under random influences
• A moderate deviation principle for 2-D stochastic Navier-Stokes equations driven by multiplicative Lévy noises
• Large deviations for 2-D stochastic Navier-Stokes equations driven by multiplicative \textit{Lévy} noises
• 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 deviations for SPDEs of jump type
• Moderate deviation and central limit theorem for stochastic differential delay equations with polynomial growth
• A moderate deviation principle for 2-D stochastic Navier-Stokes equations
• Large deviation principles of obstacle problems for quasilinear stochastic PDEs
• Large deviations for stationary measures of stochastic nonlinear wave equations with smooth white noise
• Small perturbation of stochastic parabolic equations: A power series analysis
• Large deviations for a stochastic Cahn-Hilliard equation in Hölder norm

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