On the small‐time asymptotics of 3D stochastic primitive equations
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Publication:4557084
DOI10.1002/mma.5142zbMath1401.60045arXiv1703.01060OpenAlexW2604131859WikidataQ129528410 ScholiaQ129528410MaRDI QIDQ4557084
Publication date: 29 November 2018
Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1703.01060
Stopping times; optimal stopping problems; gambling theory (60G40) Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items (6)
Martingale Solutions of the Stochastic 2D Primitive Equations with Anisotropic Viscosity ⋮ On the small time asymptotics of scalar stochastic conservation laws ⋮ A small time large deviation principle for stochastic differential delay equations ⋮ On the small time asymptotics of quasilinear parabolic stochastic partial differential equations ⋮ Stochastic primitive equations with horizontal viscosity and diffusivity ⋮ Small time asymptotics for SPDEs with locally monotone coefficients
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