Small time asymptotics for stochastic evolution equations

DOI10.1007/S10959-010-0336-1zbMath1245.60035arXiv1012.0696OpenAlexW2094398321MaRDI QIDQ639338

Terence Jegaraj

Publication date: 20 September 2011

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

Full work available at URL: https://arxiv.org/abs/1012.0696

zbMATH Keywords

stochastic partial differential equationslarge deviationssmall time asymptotics

Mathematics Subject Classification ID

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

Related Items (2)

On the small time asymptotics of stochastic non-Newtonian fluids ⋮ Small time asymptotics for SPDEs with locally monotone coefficients

Cites Work

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• Semigroups of linear operators and applications to partial differential equations
• Large deviation principle for stochastic evolution equations
• On the small time asymptotics of diffusion processes on Hilbert spaces.
• Large deviations for stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction term.
• Exponential estimates in exit probability for some diffusion processes in hilbert spaces
• Diffusion processes in a small time interval
• Stochastic Equations in Infinite Dimensions

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