The large deviation principle for a stochastic Korteweg-de Vries equation with additive noise

zbMATH Open1342.60037MaRDI QIDQ2811802FDOQ2811802

Authors: C. Y. Lee, Leila Setayeshgar 

Publication date: 10 June 2016

Published in: Markov Processes and Related Fields (Search for Journal in Brave)

Full work available at URL: http://math-mprf.org/journal/articles/id1398/

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zbMATH Keywords

large deviationsadditive noiseinfinite-dimensional Brownian motionstochastic Korteweg-de Vries equation

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) KdV equations (Korteweg-de Vries equations) (35Q53) PDEs with randomness, stochastic partial differential equations (35R60) Infinite-dimensional random dynamical systems; stochastic equations (37L55)

Cited In (4)

• Large deviations for stochastic Kuramoto–Sivashinsky equation with multiplicative noise
• Viscosity limit and deviations principles for a grade-two fluid driven by multiplicative noise
• Averaging principle for Korteweg-de Vries equation with a random fast oscillation
• Large deviation for the stochastic 2D primitive equations with additive Lévy noise

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