Large deviations for stochastic heat equation with rough dependence in space

DOI10.3150/16-BEJ880zbMath1379.60069MaRDI QIDQ2405186

Tu-Sheng Zhang, David Nualart, Yaozhong Hu

Publication date: 21 September 2017

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1501142447

zbMATH Keywords

fractional Brownian motionstochastic heat equationlarge deviations

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 (6)

Some recent progress on stochastic heat equations ⋮ Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions ⋮ A large deviation principle for the stochastic heat equation with general rough noise ⋮ Moderate deviations for stochastic heat equation with rough dependence in Space ⋮ Nonlinear fractional stochastic heat equation driven by Gaussian noise rough in space ⋮ Transportation inequalities for stochastic heat equation with rough dependence in space

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