Uniform large deviations for a class of semilinear stochastic partial differential equations driven by a Brownian sheet

DOI10.1007/S42985-022-00220-0MaRDI QIDQ2109003zbMATH OpenOpenAlexFDO

Authors Leila Setayeshgar

Publication date 20 December 2022

Published in SN Partial Differential Equations and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s42985-022-00220-0

zbMATH Keywords

stochastic partial differential equationslarge deviationsweak convergence methodinfinite dimensional dynamical systems

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Infinite-dimensional random dynamical systems; stochastic equations (37L55)

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Cites work

• scientific article; zbMATH DE number 3826915 (Why is no real title available?)
• scientific article; zbMATH DE number 3678842 (Why is no real title available?)
• scientific article; zbMATH DE number 1153603 (Why is no real title available?)
• A variational representation for positive functionals of infinite dimensional Brownian motion
• Existence and uniqueness results for semilinear stochastic partial differential equations
• Large deviation for diffusions and Hamilton-Jacobi equation in Hilbert spaces
• Large deviations for a Burgers'-type SPDE
• Large deviations for a class of semilinear stochastic partial differential equations
• Large deviations for a reaction-diffusion equation with non-Gaussian perturbations
• Large deviations for infinite dimensional stochastic dynamical systems
• Large deviations for stochastic processes.
• Large deviations for stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction term.
• Stochastic Burgers' equation
• Stochastic Equations in Infinite Dimensions
• Stochastic burgers equation with correlated noise
• The stochastic Burgers equation
• Uniform large deviations for a class of Burgers-type stochastic partial differential equations in any space dimension

Cited in

(5)

• Uniform large deviation principle for the solutions of two-dimensional stochastic Navier-Stokes equations in vorticity form
• Equivalences and counterexamples between several definitions of the uniform large deviations principle
• Uniform large deviation for pinned hyperbolic Brownian motion
• Uniform large deviations for parabolic SPDEs and applications
• Uniform large deviations for a class of Burgers-type stochastic partial differential equations in any space dimension

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