A PDE approach to large deviations in Hilbert spaces
DOI10.1016/j.spa.2008.05.005zbMath1160.49030OpenAlexW2002984634MaRDI QIDQ1016606
Publication date: 6 May 2009
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2008.05.005
Hamilton-Jacobi-Bellman equationslarge deviationsstochastic Navier-Stokes equationsviscosity solutionsstochastic PDE
Nonlinear parabolic equations (35K55) Navier-Stokes equations (35Q30) Diffusion processes (60J60) Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15)
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Cites Work
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