Large Deviations for Semilinear Differential Stochastic Equations with Dissipative Non-linearities
From MaRDI portal
Publication:4795543
DOI10.1081/SAP-120017535zbMath1025.60010MaRDI QIDQ4795543
Publication date: 24 February 2003
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60F10: Large deviations
Cites Work
- Large deviations for a reaction-diffusion equation with non-Gaussian perturbations
- Smoothing properties of transition semigroups relative to SDEs with values in Banach spaces
- Large deviations for stable Itô equations
- Large deviation principle for stochastic evolution equations
- Uniform large deviations for parabolic SPDEs and applications
- Large fluctuations for a nonlinear heat equation with noise
- Asymptotic probabilities and differential equations
- Second order PDE's in finite and infinite dimension