A large deviation principle for the stochastic heat equation with general rough noise

DOI10.1007/S10959-022-01228-3MaRDI QIDQ6204783zbMATH OpenOpenAlexFDO

Authors

Publication date 2 April 2024

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2205.13157

zbMATH Keywords

fractional Brownian motionlarge deviation principlestochastic heat equationweak convergence approach

Mathematics Subject Classification ID

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

Abstract: We study Freidlin-Wentzell's large deviation principle for one dimensional nonlinear stochastic heat equation driven by a Gaussian noise: ${\displaystyle }$frac{partial u^varepsilon(t,x)}{partial t} = frac{partial^2 u^varepsilon(t,x)}{partial x^2}+sqrt{varepsilon} sigma(t, x, u^varepsilon(t,x))dot{W}(t,x),quad t> 0,, xinmathbb{R},${\displaystyle }$ where $dotW$ is white in time and fractional in space with Hurst parameter $Hin(frac14,frac12)$. Recently, Hu and Wang ({it Ann. Inst. Henri Poincar'e Probab. Stat.} {�f 58} (2022) 379-423) studied the well-posedness of this equation without the technical condition of $sigma(0)=0$ which was previously assumed in Hu et al. ({it Ann. Probab}. {�f 45} (2017) 4561-4616). We adopt a new sufficient condition proposed by Matoussi et al. ({it Appl. Math. Optim.} extbf{83} (2021) 849-879) for the weak convergence criterion of the large deviation principle.

Recommendations

• Large deviations for stochastic heat equation with rough dependence in space
• Large deviation principle for a stochastic heat equation with spatially correlated noise
• Large deviation principle for a stochastic heat equation with spatially correlated noise
• A large deviation principle for nonlinear stochastic wave equation driven by rough noise
• Stochastic heat equation with general rough noise

Cites work

• scientific article; zbMATH DE number 1153603 (Why is no real title available?)
• A variational representation for positive functionals of infinite dimensional Brownian motion
• Analysis and approximation of rare events. Representations and weak convergence methods
• Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
• Fractional stochastic wave equation driven by a Gaussian noise rough in space
• Freidlin-Wentzell's large deviations for stochastic evolution equations
• Geometric theory of semilinear parabolic equations
• Integration questions related to fractional Brownian motion
• Large deviation principle for McKean-Vlasov quasilinear stochastic evolution equations
• Large deviation principle for a class of SPDE with locally monotone coefficients
• Large deviation principle for a stochastic heat equation with spatially correlated noise
• Large deviation principle for stochastic Burgers type equation with reflection
• Large deviation principles for first-order scalar conservation laws with stochastic forcing
• Large deviation principles of obstacle problems for quasilinear stochastic PDEs
• Large deviations for infinite dimensional stochastic dynamical systems
• Large deviations for locally monotone stochastic partial differential equations driven by Lévy noise
• Large deviations for stochastic evolution equations with small multiplicative noise
• Large deviations for stochastic heat equation with rough dependence in space
• Large deviations for stochastic partial differential equations driven by a Poisson random measure
• Large deviations for stochastic porous media equation on general measure spaces
• Moderate deviations for stochastic heat equation with rough dependence in Space
• Nonlinear stochastic wave and heat equations
• Nonlinear stochastic wave equation driven by rough noise
• Parabolic Anderson model with rough dependence in space
• SPDEs with affine multiplicative fractional noise in space with index \(\frac{1}{4} < H < \frac{1}{2}\)
• SPDEs with colored Gaussian noise: a survey
• SPDEs with rough noise in space: Hölder continuity of the solution
• Some recent progress on stochastic heat equations
• Stochastic Equations in Infinite Dimensions
• Stochastic evolution equations with a spatially homogeneous Wiener process
• Stochastic heat equation with general rough noise
• Stochastic heat equation with rough dependence in space
• Stochastic integrals for SPDEs: a comparison
• Transportation inequalities for stochastic heat equation with rough dependence in space
• Variational representations for continuous time processes
• White noise driven SPDEs with reflection: existence, uniqueness and large deviation principles

Cited in

(1)

• A large deviation principle for nonlinear stochastic wave equation driven by rough noise

This page was built for publication: A large deviation principle for the stochastic heat equation with general rough noise

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6204783)