Large deviation for diffusions and Hamilton-Jacobi equation in Hilbert spaces

DOI10.1214/009117905000000567zbMath1091.60002arXivmath/0602655OpenAlexW3103377576MaRDI QIDQ2493182

Jin Feng

Publication date: 12 June 2006

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0602655

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Large deviations (60F10) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Related Items

Large deviations for stochastic PDE with Lévy noise ⋮ Hamilton-Jacobi equations for controlled gradient flows: the comparison principle ⋮ On uniform large deviations principle for multi-valued SDEs via the viscosity solution approach ⋮ Large deviations for infinite dimensional stochastic dynamical systems ⋮ Large deviation principle for a stochastic Allen-Cahn equation ⋮ Variational analysis of a mean curvature flow action functional ⋮ A PDE approach to large deviations in Hilbert spaces ⋮ A general convergence result for viscosity solutions of Hamilton-Jacobi equations and non-linear semigroups ⋮ Uniform large deviations for a class of semilinear stochastic partial differential equations driven by a Brownian sheet

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