Uniform large deviations for parabolic SPDEs and applications

DOI10.1016/S0304-4149(97)00091-4zbMath0942.60056OpenAlexW1981579327MaRDI QIDQ1965893

Annie Millet, Fabien Chenal

Publication date: 1 March 2000

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

Full work available at URL: https://doi.org/10.1016/s0304-4149(97)00091-4

zbMATH Keywords

Brownian sheetexit timeuniform large deviationsstochastic parabolic partial differential equations

Mathematics Subject Classification ID

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

Related Items (70)

Large deviations for a Burgers'-type SPDE ⋮ Large deviations for stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction term. ⋮ Large Deviations for Semilinear Differential Stochastic Equations with Dissipative Non-linearities ⋮ Moderate deviations for a stochastic wave equation in dimension three ⋮ Large deviation principles for 2-D stochastic Navier-Stokes equations driven by Lévy processes ⋮ Large deviations for stochastic nonlinear beam equations ⋮ Large deviation for stochastic Cahn-Hilliard partial differential equations ⋮ Large deviations for SPDEs of jump type ⋮ Well-posedness and large deviations of the stochastic modified Camassa-Holm equation ⋮ Varadhan–Léandre estimates for a family of random vectors ⋮ Large deviation principles for a 2D stochastic Cahn–Hilliard–Navier–Stokes driven by jump noise ⋮ Rare events in the Boussinesq system with fluctuating dynamical boundary conditions ⋮ Smoluchowski-Kramers approximation and large deviations for infinite-dimensional nongradient systems with applications to the exit problem ⋮ Exit time asymptotics for small noise stochastic delay differential equations ⋮ A Large Deviation Principle of Retarded Ornstein-Uhlenbeck Processes Driven by Lévy Noise ⋮ Large deviation principles for a 2D stochastic Allen–Cahn–Navier–Stokes driven by jump noise ⋮ Stochastic evolution equations of jump type: Existence, uniqueness and large deviation princi\-ples ⋮ Stochastic partial differential equation with reflection driven by fractional noises ⋮ Large deviations for 2-D stochastic Navier-Stokes equations driven by multiplicative \textit{Lévy} noises ⋮ Equivalences and counterexamples between several definitions of the uniform large deviations principle ⋮ Large Deviations for Stationary Measures of Stochastic Nonlinear Wave Equations\\with Smooth White Noise ⋮ The law of the iterated logarithm for two-dimensional stochastic Navier-Stokes equations ⋮ Large deviation for a 3D globally modified Cahn-Hilliard-Navier-Stokes model under random influences ⋮ Uniform large deviations of fractional stochastic equations with polynomial drift on unbounded domains ⋮ Uniform large deviation principles of fractional stochastic reaction-diffusion equations on unbounded domains ⋮ Large deviations of fractional stochastic equations with non-Lipschitz drift and multiplicative noise on unbounded domains ⋮ Large deviation principle for a class of stochastic hydrodynamical type systems driven by multiplicative Lévy noises ⋮ Large deviations for stochastic PDE with Lévy noise ⋮ Exit from a basin of attraction for stochastic weakly damped nonlinear Schrödinger equations ⋮ Large deviation principles of stochastic reaction-diffusion lattice systems ⋮ Central limit theorem and moderate deviations for a perturbed stochastic Cahn–Hilliard equation ⋮ Stochastic heat equation with Burgers term driven by fractional noises with two reflecting walls ⋮ Large deviations for locally monotone stochastic partial differential equations driven by Lévy noise ⋮ Logarithmic Asymptotics of the Densities of SPDEs Driven by Spatially Correlated Noise ⋮ Unnamed Item ⋮ Stochastic 3D tamed Navier-Stokes equations: existence, uniqueness and small time large deviation principles ⋮ Large deviations for a stochastic Cahn–Hilliard equation in Hölder norm ⋮ The small time asymptotics of SPDEs with reflection ⋮ Itô's formula for linear fractional PDEs ⋮ Large deviations for infinite dimensional stochastic dynamical systems ⋮ Quasipotential and exit time for 2D stochastic Navier-Stokes equations driven by space time white noise ⋮ Large deviations for stochastic models of two-dimensional second grade fluids driven by Lévy Noise ⋮ Moderate deviations for a stochastic heat equation with spatially correlated noise ⋮ Moderate deviations for stochastic models of two-dimensional second grade fluids ⋮ Systems of small-noise stochastic reaction-diffusion equations satisfy a large deviations principle that is uniform over all initial data ⋮ Reflected SPDEs driven by fractional noises ⋮ Large deviations for the stochastic derivative Ginzburg-Landau equation with multiplicative noise ⋮ Large deviations and approximations for slow-fast stochastic reaction-diffusion equations ⋮ Large deviations for stochastic tamed 3D Navier-Stokes equations ⋮ Sharp asymptotics of metastable transition times for one dimensional SPDEs ⋮ Large deviations for stochastic models of two-dimensional second grade fluids ⋮ Large deviation principle for the fourth-order stochastic heat equations with fractional noises ⋮ Large deviation principles of obstacle problems for quasilinear stochastic PDEs ⋮ Moderate deviations for stochastic reaction-diffusion equations with multiplicative noise ⋮ Short time large deviations of the KPZ equation ⋮ A PDE approach to large deviations in Hilbert spaces ⋮ Large deviations and averaging for systems of slow-fast stochastic reaction-diffusion equations ⋮ Large deviation for a 2D Cahn-Hilliard-Navier-Stokes model under random influences ⋮ Large deviations for the Boussinesq equations under random influences ⋮ Metastability and exit problems for systems of stochastic reaction-diffusion equations ⋮ Moderate deviations for a class of semilinear SPDE with fractional noises ⋮ On the stochastic two-component b-family system ⋮ Moderate deviations for fourth-order stochastic heat equations with fractional noises ⋮ Uniform large deviation principles for Banach space valued stochastic evolution equations ⋮ Moderate deviations for a stochastic Burgers equation ⋮ Large deviation for a 2D Allen–Cahn–Navier–Stokes model under random influences ⋮ Large deviations for the stochastic quasigeostrophic equation with multiplicative noise ⋮ Small perturbation of stochastic parabolic equations: A power series analysis ⋮ Uniform large deviations for the nonlinear Schrödinger equation with multiplicative noise ⋮ Moderate deviations for a fractional stochastic heat equation with spatially correlated noise

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Large deviations for a reaction-diffusion equation with non-Gaussian perturbations
• Large deviations and the Strassen theorem in Hölder norm
• Large deviations for the invariant measure of a reaction-diffusion equation with non-Gaussian perturbations
• Large deviation principle for stochastic evolution equations
• Approximation and support theorem in Hölder norm for parabolic stochastic partial differential equations

This page was built for publication: Uniform large deviations for parabolic SPDEs and applications