Uniform large deviations for a class of semilinear stochastic partial differential equations driven by a Brownian sheet
DOI10.1007/S42985-022-00220-0zbMATH Open1504.60103OpenAlexW4313282359MaRDI QIDQ2109003FDOQ2109003
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
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stochastic partial differential equationslarge deviationsweak convergence methodinfinite dimensional dynamical systems
Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Infinite-dimensional random dynamical systems; stochastic equations (37L55)
Cites Work
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- Large deviation for diffusions and Hamilton-Jacobi equation in Hilbert spaces
- Large deviations for a class of semilinear stochastic partial differential equations
- Uniform large deviations for a class of Burgers-type stochastic partial differential equations in any space dimension
Cited In (5)
- Equivalences and counterexamples between several definitions of the uniform large deviations principle
- Uniform large deviation principle for the solutions of two-dimensional stochastic Navier-Stokes equations in vorticity form
- Uniform large deviations for a class of Burgers-type stochastic partial differential equations in any space dimension
- Uniform large deviations for parabolic SPDEs and applications
- Uniform large deviation for pinned hyperbolic Brownian motion
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