Moderate deviations for stochastic heat equation with rough dependence in Space
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Cites work
- A moderate deviation principle for 2-D stochastic Navier-Stokes equations
- Approximation and support theorem in Hölder norm for parabolic stochastic partial differential equations
- Existence and uniqueness results for semilinear stochastic partial differential equations
- Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
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- scientific article; zbMATH DE number 3749242 (Why is no real title available?)
- scientific article; zbMATH DE number 1158743 (Why is no real title available?)
- Intermittency for the stochastic heat equation driven by a rough time fractional Gaussian noise
- Large deviations for a fractional stochastic heat equation in spatial dimension \(\mathbb{R}^d\) driven by a spatially correlated noise
- Large deviations for infinite dimensional stochastic dynamical systems
- Large deviations for stochastic heat equation with rough dependence in space
- Moderate deviations for a fractional stochastic heat equation with spatially correlated noise
- Moderate deviations for a stochastic heat equation with spatially correlated noise
- Moderate deviations for stochastic reaction-diffusion equations with multiplicative noise
- Parabolic Anderson model with rough dependence in space
- Random Perturbations of Reaction-Diffusion Equations: The Quasi-Deterministic Approximation
- SPDEs with affine multiplicative fractional noise in space with index \(\frac{1}{4} < H < \frac{1}{2}\)
- Stochastic heat equation with rough dependence in space
- Thue equations and the method of Chabauty-Coleman.
Cited in
(10)- Nonlinear fractional stochastic heat equation driven by Gaussian noise rough in space
- Transportation inequalities for stochastic heat equation with rough dependence in space
- Large deviations for stochastic heat equation with rough dependence in space
- Moderate deviations for a stochastic heat equation with spatially correlated noise
- Moderate deviations for stochastic Kuramoto–Sivashinsky equation
- Moderate deviations for a fractional stochastic heat equation with spatially correlated noise
- Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions
- A large deviation principle for the stochastic heat equation with general rough noise
- Moderate deviations for rough differential equations
- Stochastic heat equation with rough dependence in space
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