Behaviour of the density in perturbed SPDE's with spatially correlated noise

DOI10.1016/S0007-4497(03)00027-7zbMath1030.60053MaRDI QIDQ1407221

David Márquez-Carreras, Mònica Sarrà

Publication date: 15 September 2003

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

zbMATH Keywords

Gaussian noiselarge deviation principlestochastic partial differential equationVaradhan-Léandre estimates

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Perturbations of PDEs on manifolds; asymptotics (58J37)

Related Items (3)

Logarithmic Asymptotics of the Densities of SPDEs Driven by Spatially Correlated Noise ⋮ Generalized fractional kinetic equations: another point of view ⋮ ON THE ASYMPTOTICS OF THE DENSITY IN PERTURBED SPDE'S WITH SPATIALLY CORRELATED NOISE

Cites Work

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• A stochastic wave equation in two space dimensions: smoothness of the law
• On stochastic partial differential equations with spatially correlated noise: smoothness of the law.
• Stochastic evolution equations with a spatially homogeneous Wiener process

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