Moderate deviations for fourth-order stochastic heat equations with fractional noises
From MaRDI portal
Publication:2834902
Cites work
- scientific article; zbMATH DE number 410740 (Why is no real title available?)
- scientific article; zbMATH DE number 4213125 (Why is no real title available?)
- scientific article; zbMATH DE number 1536163 (Why is no real title available?)
- A BROWNIAN-TIME EXCURSION INTO FOURTH-ORDER PDES, LINEARIZED KURAMOTO–SIVASHINSKY, AND BTP-SPDES ON ℝ+ × ℝd
- Brownian-time Brownian motion SIEs on \(\mathbb{R}_{+} \times \mathbb{R}^d\): ultra regular direct and lattice-limits solutions and fourth-order SPDEs links
- Brownian-time processes: The PDE connection II and the corresponding Feynman-Kac formula
- L-Kuramoto-Sivashinsky SPDEs in one-to-three dimensions: L-KS kernel, sharp Hölder regularity, and Swift-Hohenberg law equivalence
- Large deviation principle for the fourth-order stochastic heat equations with fractional noises
- Moderate deviations for martingales and mixing random processes
- Multiple solutions for a fourth-order asymptotically linear elliptic problem
- STOCHASTIC CAHN–HILLIARD PARTIAL DIFFERENTIAL EQUATIONS WITH LÉVY SPACETIME WHITE NOISES
- Time-fractional and memoryful \(\Delta^{2^{k}}\) SIEs on \(\mathbb{R}_{+}\times\mathbb{R}^{d}\): how far can we push white noise?
- Uniform large deviations for parabolic SPDEs and applications
Cited in
(4)- Central limit theorem and moderate deviations for a perturbed stochastic Cahn-Hilliard equation
- Moderate deviations for a stochastic Burgers equation
- Moderate deviations for stochastic fractional heat equation driven by fractional noise
- Moderate deviations for a class of semilinear SPDE with fractional noises
This page was built for publication: Moderate deviations for fourth-order stochastic heat equations with fractional noises
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2834902)