Sharp large deviation estimates for the stochastic heat equation
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The authors obtain an asymptotic expansion for the action functional in the large deviations principle satisfied by the usual stochastic heat equation driven by a small space-time white noise. The method allows degeneracy of the diffusion coefficient, and the expansion is valid for a large class of Borel subsets of continuous functions, including the closed-convex ones.
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Cited in
(9)- Sharp large deviation estimates for a certain class of sets on the Wiener space
- An \(L_{p}\)-estimate for the stochastic heat equation on an angular domain in \(\mathbb {R}^2\)
- Fractional moments of the stochastic heat equation
- On the peaks of a stochastic heat equation on a sphere with a large radius
- Talagrand concentration inequalities for stochastic heat-type equations under uniform distance
- scientific article; zbMATH DE number 1862914 (Why is no real title available?)
- Sharp Laplace Asymptotics For a Parabolic SPDE
- Sharp Gaussian regularity on the circle, and applications to the fractional stochastic heat equation
- Scalability of the second-order reliability method for stochastic differential equations with multiplicative noise
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