Large deviations for invariant measures of SPDEs with two reflecting walls

DOI10.1016/J.SPA.2012.06.003zbMATH Open1248.60077OpenAlexW2025960639MaRDI QIDQ449229FDOQ449229

Authors Tu-Sheng Zhang

Publication date 12 September 2012

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1203.6821

zbMATH Keywords

large deviationsinvariant measuresdeterministic obstacle problemsskeleton equationsstochastic partial differential equations with two reflecting walls

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Transition functions, generators and resolvents (60J35)

Abstract: In this article, we established a large deviation principle for invariant measures of solutions of stochastic partial differential equations with two reflecting walls driven by space-time white noise.

Cites work

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Cited in

(7)

• Hypercontractivity for space-time white noise driven SPDEs with reflection
• Some effects of the noise intensity upon non-linear stochastic heat equations on \([0, 1]\)
• Reflected SPDEs driven by fractional noises
• Large deviations for invariant measures of multivalued stochastic differential equations
• Wang's Harnack inequalities for space-time white noises driven SPDEs with two reflecting walls and their applications
• Large deviation principle for stochastic Burgers type equation with reflection
• Large deviations for invariant measures of stochastic differential equations with jumps

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