Reflected SPDEs driven by fractional noises

DOI10.1007/s10255-020-0938-zzbMath1440.60030OpenAlexW3016125572MaRDI QIDQ1987584

Juan Yang, Qing Zhou

Publication date: 15 April 2020

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-020-0938-z

zbMATH Keywords

fractional Brownian motionHölder continuitylarge deviation principlestochastic partial differential equations with two reflecting wallsFreidlin-Wentzell inequality

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (2)

Talagrand’s quadratic transportation cost inequalities for SPDEs driven by fractional noises with two reflection walls ⋮ A large deviation principle for reflected SPDEs on infinite spatial domain

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