Sharp Laplace Asymptotics For a Parabolic SPDE

DOI10.1080/17442500008834230zbMATH Open0957.60035OpenAlexW4241194817MaRDI QIDQ4949451FDOQ4949451

Authors: Carles Rovira, S. Tindel 

Publication date: 18 March 2001

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442500008834230

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zbMATH Keywords

stochastic partial differential equationslarge deviationsstochastic Taylor expansionLaplace functional

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cited In (7)

• Precise Laplace asymptotics for singular stochastic PDEs: the case of 2D gPAM
• Laplace approximation for rough differential equation driven by fractional Brownian motion
• Small noise asymptotic expansions for stochastic PDE's. I: The case of a dissipative polynomially bounded non linearity
• Small noise asymptotic expansions for stochastic PDE's driven by dissipative nonlinearity and Lévy noise
• A class of Lévy driven SDEs and their explicit invariant measures
• Precise Laplace approximation for mixed rough differential equation
• Title not available (Why is that?)

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