Large deviation principle for stochastic Burgers type equation with reflection

DOI10.3934/cpaa.2021175zbMath1485.60033OpenAlexW3205287547MaRDI QIDQ2070071

Shiling Zhang, Ran Wang, Jianliang Zhai

Publication date: 21 January 2022

Published in: Communications on Pure and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/cpaa.2021175

zbMATH Keywords

reflectionlarge deviation principleweak convergence approachstochastic Burgers type equation

Mathematics Subject Classification ID

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

Related Items (2)

A large deviation principle for the stochastic generalized Ginzburg-Landau equation driven by jump noise ⋮ A large deviation principle for the stochastic heat equation with general rough noise

Cites Work

• Unnamed Item
• A moderate deviation principle for 2-D stochastic Navier-Stokes equations driven by multiplicative Lévy noises
• Large deviations for invariant measures of SPDEs with two reflecting walls
• Stochastic partial differential equations: an introduction
• General large deviations and functional iterated logarithm law for multivalued stochastic differential equations
• Lattice approximations of reflected stochastic partial differential equations driven by space-time white noise
• Large deviations for multivalued stochastic differential equations
• Uniform large deviations for multivalued stochastic differential equations with Poisson jumps
• Variational representations for continuous time processes
• White noise driven SPDEs with reflection: existence, uniqueness and large deviation principles
• Hitting properties of parabolic s.p.d.e.'s with reflection.
• Large deviations for infinite dimensional stochastic dynamical systems
• White noise driven quasilinear SPDEs with reflection
• White noise driven SPDEs with reflection
• Large deviations for a Burgers'-type SPDE
• Large deviations for locally monotone stochastic partial differential equations driven by Lévy noise
• On uniform large deviations principle for multi-valued SDEs via the viscosity solution approach
• Moderate deviations for stochastic models of two-dimensional second-grade fluids driven by Lévy noise
• Fluctuations for \(\nabla \varphi \) interface model on a wall.
• Large deviations principle by viscosity solutions: the case of diffusions with oblique Lipschitz reflections
• A moderate deviation principle for 2-D stochastic Navier-Stokes equations
• Large deviation principles of obstacle problems for quasilinear stochastic PDEs
• Large deviation principles for first-order scalar conservation laws with stochastic forcing
• Large deviation principle for a class of SPDE with locally monotone coefficients
• Stochastic Burgers type equations with reflection: existence, uniqueness
• Analysis and Approximation of Rare Events

This page was built for publication: Large deviation principle for stochastic Burgers type equation with reflection