Large deviations for solutions of hyperbolic SPDE's in the Hölder norm

DOI10.1023/A:1008684228912zbMath0894.60027OpenAlexW400253786MaRDI QIDQ1366415

M'hamed Eddahbi

Publication date: 31 August 1998

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1008684228912

zbMATH Keywords

Hölder normlarge deviationshyperbolic stochastic partial differential equationstwo-parameter diffusions

Mathematics Subject Classification ID

Brownian motion (60J65) Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (6)

Strassen theorem in Hölder norm for some Brownian functionals ⋮ Quasi sure functional modulus of continuity for a two-parameter Wiener process in Hölder norm ⋮ Exponential inequalities for two-parameter martingales ⋮ Large deviations and functional law for solutions of hyperbolic stochastic partial differential equations ⋮ Large deviations for a stochastic Volterra-type equation in the Besov-Orlicz space ⋮ Freidliln–Wentzell type estimates for solutions of hyperbolic SPDEs in Besov–Orlicz spaces and applications

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