Donsker-Varadhan large deviations for path-distribution dependent SPDEs

DOI10.1016/j.jmaa.2021.125000zbMath1465.60061arXiv2002.08652OpenAlexW3124709575MaRDI QIDQ2660458

Fengyu Wang, Panpan Ren

Publication date: 30 March 2021

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2002.08652

zbMATH Keywords

Wasserstein distancepath-distribution dependent SDEsDonsker-Varadhan LDP

Mathematics Subject Classification ID

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

Related Items (12)

Distribution-dependent stochastic porous media equations ⋮ Order preservation and positive correlation for nonlinear Fokker-Planck equation ⋮ Existence of invariant probability measures for functional McKean-Vlasov SDEs ⋮ Bismut formula for Lions derivative of distribution-path dependent SDEs ⋮ Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions ⋮ Large deviation principle for distribution dependent S(P)DEs with singular drift ⋮ Stochastic averaging principle for two-time-scale SPDEs driven by fractional Brownian motion with distribution dependent coefficients ⋮ Propagation of chaos for weakly interacting mild solutions to stochastic partial differential equations ⋮ Well-posedness and averaging principle of McKean-Vlasov SPDEs driven by cylindrical α-stable process ⋮ Moderate deviation principles for unbounded additive functionals of distribution dependent SDEs ⋮ Large deviation principle for McKean-Vlasov quasilinear stochastic evolution equations ⋮ Distribution dependent stochastic differential equations

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