Large deviations for stochastic nonlinear beam equations

DOI10.1016/J.JFA.2007.03.029MaRDI QIDQ2373801zbMATH OpenOpenAlexFDO

Authors Tu-Sheng Zhang

Publication date 16 July 2007

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jfa.2007.03.029

zbMATH Keywords

stochastic partial differential equationslarge deviationsexponential integrabilityexponential martingalesstochastic beam equations

Mathematics Subject Classification ID

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

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• Stochastic nonlinear beam equations
• The law of the solution to a nonlinear hyperbolic SPDE
• Theory of functionals that uniquely determine the asymptotic dynamics of infinite-dimensional dissipative systems
• Uniform large deviations for parabolic SPDEs and applications

Cited in

(9)

• Full-discrete finite element method for the stochastic elastic equation driven by additive noise
• Large deviations for (1 + 1)-dimensional stochastic geometric wave equation
• Large deviation principles for 2-D stochastic Navier-Stokes equations driven by Lévy processes
• Weak convergence of finite element method for stochastic elastic equation driven by additive noise
• Stochastic elastic equation driven by fractional Brownian motion
• Stochastic elastic equation driven by multiplicative multi-parameter fractional noise
• Large deviation principle for a space-time fractional stochastic heat equation with fractional noise
• On the stochastic beam equation driven by a non-Gaussian Lévy process
• Stochastic boundary control design for extensible marine risers in three dimensional space

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