Freidliln–Wentzell type estimates for solutions of hyperbolic SPDEs in Besov–Orlicz spaces and applications
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Publication:4518324
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Cites work
- Estimates on moments of the solutions to stochastic differential equations with respect to martingales in the plane
- Existence of strong solutions for stochastic differential equations in the plane
- Exponential estimates for two-parameter martingales
- Grandes deviations des diffusions sur les espaces de besov-orlicz et application
- scientific article; zbMATH DE number 41998 (Why is no real title available?)
- Large deviations for a reaction-diffusion equation with non-Gaussian perturbations
- Large deviations for solutions of hyperbolic SPDE's in the Hölder norm
- Mouvement brownien et espaces de besov
- On large deviation estimates for two parameter diffusion processes and applications
- Orlicz spaces, spline systems, and Brownian motion
- Régularité de processus gaussiens
- Small ball estimates for Brownian motion and the Brownian sheet
- Stochastic integrals in the plane
- The small ball problem for the Brownian sheet
- The support of the solution to a hyperbolic SPDE
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