Large deviation problem for some parabolic itǒ equations
From MaRDI portal
Publication:3986928
DOI10.1002/cpa.3160450105zbMath0739.60055OpenAlexW2090204905MaRDI QIDQ3986928
Publication date: 28 June 1992
Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cpa.3160450105
Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items (52)
Large deviation principle for stochastic evolution equations ⋮ Large deviation principle for occupation measures of two dimensional stochastic convective Brinkman-Forchheimer equations ⋮ Limit theorems on the exit problems for small random perturbations of dynamical systems. II ⋮ Stochastic partial differential equations in Hölder spaces ⋮ Large deviation principles for 2-D stochastic Navier-Stokes equations driven by Lévy processes ⋮ Large deviations for stochastic nonlinear beam equations ⋮ Large deviations for the stochastic shell model of turbulence ⋮ Large deviation principles for a 2D stochastic Cahn–Hilliard–Navier–Stokes driven by jump noise ⋮ Rare events in the Boussinesq system with fluctuating dynamical boundary conditions ⋮ Large deviations for the two-dimensional Navier-Stokes equations with multiplicative noise ⋮ Maximal inequalities for stochastic convolutions and pathwise uniform convergence of time discretisation schemes ⋮ Exponential inequalities for exit times for two dimensional stochastic tidal dynamics equations ⋮ Large deviation principles for a 2D stochastic Allen–Cahn–Navier–Stokes driven by jump noise ⋮ Stochastic evolution equations of jump type: Existence, uniqueness and large deviation princi\-ples ⋮ SPDE in Hilbert space with locally monotone coefficients ⋮ Large deviation principle for SDEs with Dini continuous drifts ⋮ Large deviations for 2-D stochastic Navier-Stokes equations driven by multiplicative \textit{Lévy} noises ⋮ Large deviation for a 3D globally modified Cahn-Hilliard-Navier-Stokes model under random influences ⋮ Large deviation principle for occupation measures of stochastic generalized Burgers-Huxley equation ⋮ Large deviations of fractional stochastic equations with non-Lipschitz drift and multiplicative noise on unbounded domains ⋮ Large deviation principle for a class of stochastic hydrodynamical type systems driven by multiplicative Lévy noises ⋮ Large deviations for stochastic PDE with Lévy noise ⋮ Large deviation principles of stochastic reaction-diffusion lattice systems ⋮ Large deviation principle for a class of SPDE with locally monotone coefficients ⋮ Reflecting image-dependent SDEs in Wasserstein space and large deviation principle ⋮ Large deviations for locally monotone stochastic partial differential equations driven by Lévy noise ⋮ Schrödinger limit of weakly dissipative stochastic Klein-Gordon-Schrödinger equations and large deviations ⋮ Stochastic hyperbolic systems, small perturbations and pathwise approximation ⋮ Stochastic 3D tamed Navier-Stokes equations: existence, uniqueness and small time large deviation principles ⋮ Large deviations for infinite dimensional stochastic dynamical systems ⋮ Large deviations for the 3D stochastic Navier-Stokes-Voight equations ⋮ INVARIANCE OF SUBSPACES UNDER THE SOLUTION FLOW OF SPDE ⋮ Large deviations for the stochastic derivative Ginzburg-Landau equation with multiplicative noise ⋮ Large Deviation Principle for Singularly Perturbed Stochastic Damped Wave Equations ⋮ Large deviations and approximations for slow-fast stochastic reaction-diffusion equations ⋮ Large deviation for diffusions and Hamilton-Jacobi equation in Hilbert spaces ⋮ Large deviation principles of obstacle problems for quasilinear stochastic PDEs ⋮ Small time asymptotics for SPDEs with locally monotone coefficients ⋮ Large deviations for stochastic evolution equations with small multiplicative noise ⋮ Moderate deviation and central limit theorem for stochastic differential delay equations with polynomial growth ⋮ A probabilistic decomposition-synthesis method for the quantification of rare events due to internal instabilities ⋮ Wentzell-Freidlin large deviation principle for stochastic convective Brinkman-Forchheimer equations ⋮ A PDE approach to large deviations in Hilbert spaces ⋮ Large deviations and averaging for systems of slow-fast stochastic reaction-diffusion equations ⋮ Large deviation for a 2D Cahn-Hilliard-Navier-Stokes model under random influences ⋮ Large deviations for the Boussinesq equations under random influences ⋮ Large deviation principle for stochastic convective Brinkman-Forchheimer equations perturbed by pure jump noise ⋮ On the stochastic two-component b-family system ⋮ Large deviation for a 2D Allen–Cahn–Navier–Stokes model under random influences ⋮ Large deviations for the stochastic quasigeostrophic equation with multiplicative noise ⋮ Freidlin-Wentzell's large deviation principle for stochastic integral evolution equations ⋮ Freidlin--Wentzell Type Large Deviation Principle for Multiscale Locally Monotone SPDEs
Cites Work
This page was built for publication: Large deviation problem for some parabolic itǒ equations
