Exponential estimates in exit probability for some diffusion processes in hilbert spaces

DOI10.1080/17442509008833622MaRDI QIDQ3477758zbMATH OpenOpenAlexFDO

Authors Pao-Liu Chow, José-Luis Menaldi

Publication date 1990

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509008833622

zbMATH Keywords

coercivity conditionexponential estimates in exit probabilitystrong semigroup

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cited in

(25)

• Large deviation principle for stochastic evolution equations
• Strict positivity for stochastic heat equations
• On the small time asymptotics of diffusion processes on Hilbert spaces.
• Large deviations for stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction term.
• Wentzell-Freidlin large deviation principle for stochastic convective Brinkman-Forchheimer equations
• Exponential integrability and exit times of diffusions on sub-Riemannian and metric measure spaces
• Systems of small-noise stochastic reaction-diffusion equations satisfy a large deviations principle that is uniform over all initial data
• Exit problems for nonlinear stochastic evolution equations on Hilbert spaces
• Some dimension-free features of vector-valued martingales
• Estimates in exit probability for solutions of nuclear space-valued SDE
• Asymptotic results for exit probabilities of stochastic processes governed by an integral type rate function
• Explicit formula for evolution semigroup for diffusion in Hilbert space
• Large deviation of small perturbation of some unstable systems
• Large deviation problem for some parabolic itǒ equations
• Almost sure convergence of stochastic integrals in Hilbert Spaces^∗
• Almost sure exponential stability for stochastic partial functional differential equations^∗
• Exponential stability in mean–square of parabolic quasilinear stochastic delay evolution equations
• Large deviations for stochastic evolution equations in duals of nuclear frechet spaces
• On the pathwise exponential stability of non–linear stochastic partial differential equations
• Exponential asymptotics in the small parameter exit problem
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• Exponential inequalities for exit times for two dimensional stochastic tidal dynamics equations
• The exponential stability for locally monotone stochastic partial differential equations
• Small time asymptotics for stochastic evolution equations
• Excursion measure away from an exit boundary of one-dimensional diffusion processes

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