scientific article; zbMATH DE number 404335

zbMATH Open0818.60050MaRDI QIDQ4202141FDOQ4202141

Authors: Szymon Peszat 

Publication date: 31 August 1993

Title of this publication is not available (Why is that?)

Recommendations

• Exponential estimates for stochastic convolutions in 2-smooth Banach spaces
• EXPONENTIAL INTEGRABILITY OF STOCHASTIC CONVOLUTIONS
• Stochastic Convolutions Driven by Martingales: Maximal Inequalities and Exponential Integrability
• A note on maximal estimates for stochastic convolutions
• Tail estimates for exponential functionals and applications to SDEs

zbMATH Keywords

large deviationfactorization methodstochastic convolutionstochastic integralsexponential estimates

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integrals (60H05)

Cited In (16)

• Title not available (Why is that?)
• Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions
• Tail asymptotics for the supremum of an infinitely divisible field with convolution equivalent Lévy measure
• Strict positivity for stochastic heat equations
• Lower limits and equivalences for convolution tails
• Large deviations for fast transport stochastic RDEs with applications to the exit problem
• Uniform large deviations for the nonlinear Schrödinger equation with multiplicative noise
• Exponential estimates for stochastic convolutions in 2-smooth Banach spaces
• Exit from a basin of attraction for stochastic weakly damped nonlinear Schrödinger equations
• Large deviations for stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction term.
• Large deviation principle for stochastic evolution equations
• Second phase spinodal decomposition for the Cahn-Hilliard-Cook equation
• Title not available (Why is that?)
• On asymptotic behavior of the convolution of distributions with regularly exponentially decreasing tails
• Excursion sets of infinitely divisible random fields with convolution equivalent Lévy measure
• Exponential deficiency of convolutions of densities

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4202141)