Large deviations for invariant measures of SPDEs with two reflecting walls

DOI10.1016/J.SPA.2012.06.003zbMATH Open1248.60077arXiv1203.6821OpenAlexW2025960639MaRDI QIDQ449229FDOQ449229

Authors: Tu-Sheng Zhang 

Publication date: 12 September 2012

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

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.

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)

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Cited In (7)

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

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