Freidlin-Wentzell's large deviation principle for stochastic integral evolution equations
From MaRDI portal
Publication:2090398
DOI10.3934/cpaa.2022091zbMath1506.60063OpenAlexW4293149986MaRDI QIDQ2090398
Publication date: 25 October 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.2022091
variational approachlarge deviation principleSPDElocally monotonestochastic integral evolution equation
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Large deviation principle for stochastic heat equation with memory
- Stochastic partial differential equations: an introduction
- Random attractors for a class of stochastic partial differential equations driven by general additive noise
- SPDE in Hilbert space with locally monotone coefficients
- Stochastic 3D tamed Navier-Stokes equations: existence, uniqueness and small time large deviation principles
- Existence and asymptotic behavior for hereditary stochastic evolution equations
- Large deviations for the two-dimensional Navier-Stokes equations with multiplicative noise
- Large deviations for stochastic generalized porous media equations
- Freidlin-Wentzell's large deviations for stochastic evolution equations
- Large deviations for stochastic tamed 3D Navier-Stokes equations
- Large deviations for stochastic evolution equations with small multiplicative noise
- Large deviations techniques and applications.
- Large deviations for stochastic heat equations with memory driven by Lévy-type noise
- Exit time asymptotics for small noise stochastic delay differential equations
- Large deviations for locally monotone stochastic partial differential equations driven by Lévy noise
- Well-posedness and large deviations for a class of SPDEs with Lévy noise
- Stochastic 2D hydrodynamical type systems: well posedness and large deviations
- Large deviations for stochastic models of two-dimensional second grade fluids
- Strong dissipativity of generalized time-fractional derivatives and quasi-linear (stochastic) partial differential equations
- Large deviation principles for first-order scalar conservation laws with stochastic forcing
- Random attractors for locally monotone stochastic partial differential equations
- Large deviation principle for a class of SPDE with locally monotone coefficients
- Harnack inequality and applications for stochastic generalized porous media equations
- Large deviations for stochastic systems with memory
- Well-posedness of stochastic partial differential equations with Lyapunov condition
- The Global Random Attractor for a Class of Stochastic Porous Media Equations
- ON STOCHASTIC EVOLUTION EQUATIONS WITH NON-LIPSCHITZ COEFFICIENTS
- Large deviation problem for some parabolic itǒ equations
- Evolutionary Integral Equations and Applications
- Stochastic Evolution Systems
- Quasi-Linear (Stochastic) Partial Differential Equations with Time-Fractional Derivatives
- Freidlin--Wentzell Type Large Deviation Principle for Multiscale Locally Monotone SPDEs
- Asymptotic probabilities and differential equations
- An introduction to the theory of large deviations
This page was built for publication: Freidlin-Wentzell's large deviation principle for stochastic integral evolution equations