A variational representation for positive functionals of infinite dimensional Brownian motion

zbMATH Open0994.60028MaRDI QIDQ2772038FDOQ2772038

Amarjit Budhiraja, Paul Dupuis

Publication date: 18 February 2002

Published in: Probability and Mathematical Statistics (Search for Journal in Brave)

zbMATH Keywords

large deviationsstochastic controlstochastic evolution equationscylindrical Brownian motionLaplace principleinfinite-dimensional stochastic calculus

Mathematics Subject Classification ID

Large deviations (60F10)

Cited In (only showing first 100 items - show all)

• Large Deviations for Stochastic Fractional Differential Equations
• Large deviation principle for stochastic heat equation with memory
• Moderate deviations for neutral stochastic differential delay equations with jumps
• Large deviation principles for the stochastic quasi-geostrophic equations
• Large deviations for multiscale diffusion via weak convergence methods
• Large deviation principle for a class of SPDE with locally monotone coefficients
• Large deviations for stochastic 3D Leray-\( \alpha \) model with fractional dissipation
• Large deviations for a class of semilinear stochastic partial differential equations
• Schilder theorem for the Brownian motion on the diffeomorphism group of the circle
• A new approach to large deviations for the Ginzburg-Landau model
• Moderate deviation principles for stochastic differential equations with jumps
• White noise driven SPDEs with reflection: existence, uniqueness and large deviation principles
• Freidlin-Wentzell's large deviations for stochastic evolution equations
• Large deviations for infinite dimensional stochastic dynamical systems
• Large deviations for stochastic evolution equations with small multiplicative noise
• Large deviation for two-time-scale stochastic burgers equation
• Large deviations for the stochastic shell model of turbulence
• Large deviation principles of 2D stochastic Navier–Stokes equations with Lévy noises
• Well-posedness and large deviation for degenerate SDEs with Sobolev coefficients
• A large deviation principle for fluids of third grade
• The stochastic Swift–Hohenberg equation
• Large deviations and transitions between equilibria for stochastic Landau-Lifshitz-Gilbert equation
• A large deviation principle for the stochastic generalized Ginzburg-Landau equation driven by jump noise
• A variational representation for certain functionals of Brownian motion
• On stochastic modified 3D Navier-Stokes equations with anisotropic viscosity
• Large deviations for the two-dimensional Navier-Stokes equations with multiplicative noise
• Large deviations for stochastic tamed 3D Navier-Stokes equations
• Large deviations for the Boussinesq equations under random influences
• Large deviations for optimal filtering with fractional Brownian motion
• On the form of the large deviation rate function for the empirical measures of weakly interacting systems
• Well-posedness and large deviations of the stochastic modified Camassa-Holm equation
• Large deviations of fractional stochastic equations with non-Lipschitz drift and multiplicative noise on unbounded domains
• Large deviation properties of weakly interacting processes via weak convergence methods
• Large deviations for stochastic flows of diffeomorphisms
• Stochastic Volterra equations in Banach spaces and stochastic partial differential equation
• Euler schemes and large deviations for stochastic Volterra equations with singular kernels
• The dynamics of the stochastic shadow Gierer-Meinhardt system
• Stochastic 2D hydrodynamical type systems: well posedness and large deviations
• Large deviations for stochastic \(2D\) Navier-Stokes equations on time-dependent domains
• A small time large deviation principle for stochastic differential delay equations
• Freidlin-Wentzell's large deviation principle for stochastic integral evolution equations
• Large deviations for Brownian particle systems with killing
• Moderate deviation principle for multivalued stochastic differential equations
• Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions
• Large deviations for the stochastic quasigeostrophic equation with multiplicative noise
• Large deviations for nonlinear stochastic Schrödinger equation
• Large deviations for the 3D stochastic Navier-Stokes-Voight equations
• Large deviation principle for SDEs with Dini continuous drifts
• Large deviation principle for semilinear stochastic evolution equations with Poisson noise
• Large deviations for multivalued stochastic differential equations
• Large deviations for stochastic integrodifferential equations of the Itô type with multiple randomness
• Variational representations for continuous time processes
• Large deviations of mean-field stochastic differential equations with jumps
• Large deviations for quasilinear parabolic stochastic partial differential equations
• Dynamics in a stochastic diffusive plant-herbivore system
• Rare event asymptotics for exploration processes for random graphs
• Exit time asymptotics for small noise stochastic delay differential equations
• Large deviations for locally monotone stochastic partial differential equations driven by Lévy noise
• General large deviations and functional iterated logarithm law for multivalued stochastic differential equations
• Clark-Ocone formula and variational representation for Poisson functionals
• A large deviations principle for stochastic flows of viscous fluids
• Uniform large deviations for multivalued stochastic differential equations with Poisson jumps
• A pathwise stochastic Landau-Lifshitz-Gilbert equation with application to large deviations
• A moderate deviation principle for stochastic Volterra equation
• Large deviations for 2-D stochastic Navier-Stokes equations driven by multiplicative \textit{Lévy} noises
• Moderate deviations for neutral functional stochastic differential equations driven by Lévy noises
• Large deviations for the stochastic derivative Ginzburg-Landau equation with multiplicative noise
• Freidlin-Wentzell's large deviations for homeomorphism flows of non-Lipschitz SDEs
• Freidlin--Wentzell Type Large Deviation Principle for Multiscale Locally Monotone SPDEs
• Moderate deviation and central limit theorem for stochastic differential delay equations with polynomial growth
• Empirical measure and small noise asymptotics under large deviation scaling for interacting diffusions
• A moderate deviation principle for 2-D stochastic Navier-Stokes equations
• Large deviation principles of obstacle problems for quasilinear stochastic PDEs
• Exponential inequalities for exit times for two dimensional stochastic tidal dynamics equations
• The small time asymptotics of SPDEs with reflection
• Transportation inequalities for stochastic heat equation with rough dependence in space
• Equivalences and counterexamples between several definitions of the uniform large deviations principle
• Large deviations for stochastic Kuramoto–Sivashinsky equation with multiplicative noise
• Uniform large deviations for a class of semilinear stochastic partial differential equations driven by a Brownian sheet
• On Large Deviations for Small Noise Itô Processes
• Large deviations for stochastic nematic liquid crystals driven by multiplicative Gaussian noise
• Moderate deviation principle for stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction
• Large deviations for invariant measures of stochastic differential equations with jumps
• Moderate deviation principle for the 2D stochastic convective Brinkman–Forchheimer equations
• Large deviations and averaging for systems of slow-fast stochastic reaction-diffusion equations
• Uniform large deviation principles for Banach space valued stochastic evolution equations
• Moderate deviations for systems of slow-fast stochastic reaction-diffusion equations
• Large deviation for a 2D Allen–Cahn–Navier–Stokes model under random influences
• Large deviations for (1 + 1)-dimensional stochastic geometric wave equation
• Large deviation principles for first-order scalar conservation laws with stochastic forcing
• Pathwise large deviations for white noise chaos expansions
• Viscosity limit and deviations principles for a grade-two fluid driven by multiplicative noise
• Small time asymptotics for SPDEs with locally monotone coefficients
• Uniform large deviations for a class of Burgers-type stochastic partial differential equations in any space dimension
• Global well-posedness and large deviations for 3D stochastic Burgers equations
• Large deviations for stochastic models of two-dimensional second grade fluids
• Moderate deviations for stochastic tidal dynamics equations with multiplicative Gaussian noise
• Well-posedness and large deviations for a class of SPDEs with Lévy noise
• Wentzell-Freidlin large deviation principle for stochastic convective Brinkman-Forchheimer equations
• Uniform large deviation principles of fractional stochastic reaction-diffusion equations on unbounded domains

This page was built for publication: A variational representation for positive functionals of infinite dimensional Brownian motion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2772038)