Approximation of quasi-potentials and exit problems for multidimensional RDE's with noise
DOI10.1090/S0002-9947-2011-05352-3zbMATH Open1232.60049OpenAlexW2010879821MaRDI QIDQ5200210FDOQ5200210
Publication date: 1 August 2011
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0002-9947-2011-05352-3
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Cites Work
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Cited In (14)
- Asymptotically Efficient Simulation of Elliptic Problems with Small Random Forcing
- Non-equilibrium large deviations and parabolic-hyperbolic PDE with irregular drift
- Large deviation principles of stochastic reaction-diffusion lattice systems
- Large deviations for fast transport stochastic RDEs with applications to the exit problem
- Large deviation principle for a stochastic Allen-Cahn equation
- Large deviations of fractional stochastic equations with non-Lipschitz drift and multiplicative noise on unbounded domains
- Smoluchowski-Kramers approximation and large deviations for infinite-dimensional nongradient systems with applications to the exit problem
- Quasipotential and exit time for 2D stochastic Navier-Stokes equations driven by space time white noise
- Large deviations for white-noise driven, nonlinear stochastic PDEs in two and three dimensions
- Large deviations for the dynamic \(\phi ^{2n}_d\) model
- Large deviations for synchronized system
- On the Smoluchowski-Kramers approximation for SPDEs and its interplay with large deviations and long time behavior
- A dynamic-solver-consistent minimum action method: with an application to 2D Navier-Stokes equations
- Stochastic Allen-Cahn approximation of the mean curvature flow: large deviations upper bound
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