Moderate deviations for stochastic reaction-diffusion equations with multiplicative noise
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Cites work
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- Importance sampling for stochastic reaction-diffusion equations in the moderate deviation regime
- Central limit theorem for a fractional stochastic heat equation with spatially correlated noise
- A moderate deviation principle for 2-D stochastic Navier-Stokes equations driven by multiplicative Lévy noises
- Modulation equations and parabolic limits of reaction random-walk systems
- Central limit theorem and moderate deviations for a class of semilinear stochastic partial differential equations
- A moderate deviation principle for 2-D stochastic Navier-Stokes equations
- Moderate deviations for rough differential equations
- A central limit theorem and moderate deviation principle for the stochastic 2D Oldroyd model of order one
- Moderate deviations of density-dependent Markov chains
- Moderate deviations for a fractional stochastic heat equation with spatially correlated noise
- Central limit theorem and moderate deviations for a perturbed stochastic Cahn-Hilliard equation
- Moderate deviations for a stochastic wave equation in dimension three
- Moderate deviation principle for the two-dimensional stochastic Navier-Stokes equations with anisotropic viscosity
- Moderate deviations for stochastic Kuramoto–Sivashinsky equation
- Moderate deviations for stochastic models of two-dimensional second-grade fluids driven by Lévy noise
- Moderate deviations for neutral functional stochastic differential equations driven by Lévy noises
- Moderate deviations for the SSEP with a slow bond
- Moderate deviation principle for the 2D stochastic convective Brinkman-Forchheimer equations
- Moderate deviations and central limit theorem for positive diffusions
- Asymptotics of stochastic 2D hydrodynamical type systems in unbounded domains
- Viscosity limit and deviations principles for a grade-two fluid driven by multiplicative noise
- Moderate deviations for a class of semilinear SPDE with fractional noises
- Moderate deviations for diffusion in time dependent random media
- Large deviation principles of 2D stochastic Navier–Stokes equations with Lévy noises
- Moderate deviation and central limit theorem for stochastic differential delay equations with polynomial growth
- Moderate deviations for neutral stochastic differential delay equations with jumps
- Moderate deviations for a stochastic heat equation with spatially correlated noise
- Moderate deviation principle for stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction
- A moderate deviation principle for stochastic Volterra equation
- Moderate deviations for stochastic fractional heat equation driven by fractional noise
- Moderate deviation principle for multivalued stochastic differential equations
- Moderate deviations for stochastic models of two-dimensional second grade fluids
- Moderate deviations for the Langevin equation with strong damping
- Moderate deviations for stochastic tidal dynamics equations with multiplicative Gaussian noise
- Central limit theorems and moderate deviations for stochastic reaction-diffusion lattice systems
- Moderate deviations for a stochastic Schrödinger equation with linear drift
- Moderate deviations for a stochastic Burgers equation
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