Uniform large deviations for a class of Burgers-type stochastic partial differential equations in any space dimension
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Publication:2681947
DOI10.1007/s11118-021-09936-xzbMath1506.60042OpenAlexW3176415948WikidataQ115381377 ScholiaQ115381377MaRDI QIDQ2681947
Michael Salins, Leila Setayeshgar
Publication date: 31 January 2023
Published in: Potential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11118-021-09936-x
stochastic partial differential equationslarge deviationsweak convergence methodinfinite-dimensional dynamical systems
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Infinite-dimensional random dynamical systems; stochastic equations (37L55)
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Cites Work
- Large deviations for infinite dimensional stochastic dynamical systems
- A variational representation for certain functionals of Brownian motion
- Large deviations for a Burgers'-type SPDE
- On \(L^ {p}\)-solutions of semilinear stochastic partial differential equations.
- Existence and uniqueness results for semilinear stochastic partial differential equations
- Large deviations for a class of semilinear stochastic partial differential equations
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- Stochastic Equations in Infinite Dimensions
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