Sharp Laplace Asymptotics For a Parabolic SPDE

DOI10.1080/17442500008834230zbMath0957.60035OpenAlexW4241194817MaRDI QIDQ4949451

Samy Tindel, Carles Rovira

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

zbMATH Keywords

stochastic Taylor expansionstochastic partial differential equationslarge deviationsLaplace functional

Mathematics Subject Classification ID

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

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Precise Laplace asymptotics for singular stochastic PDEs: the case of 2D gPAM ⋮ A class of Lévy driven SDEs and their explicit invariant measures ⋮ Laplace approximation for rough differential equation driven by fractional Brownian motion ⋮ Small noise asymptotic expansions for stochastic PDE's driven by dissipative nonlinearity and Lévy noise ⋮ Small noise asymptotic expansions for stochastic PDE's. I: The case of a dissipative polynomially bounded non linearity

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