Moderate deviations for fourth-order stochastic heat equations with fractional noises
From MaRDI portal
Publication:2834902
DOI10.1142/S0219493716500222zbMath1352.60042MaRDI QIDQ2834902
Publication date: 25 November 2016
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)
Related Items
Central limit theorem and moderate deviations for a perturbed stochastic Cahn–Hilliard equation ⋮ Moderate deviations for stochastic fractional heat equation driven by fractional noise ⋮ Moderate deviations for a class of semilinear SPDE with fractional noises ⋮ Moderate deviations for a stochastic Burgers equation
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Time-fractional and memoryful \(\Delta^{2^{k}}\) SIEs on \(\mathbb{R}_{+}\times\mathbb{R}^{d}\): how far can we push white noise?
- L-Kuramoto-Sivashinsky SPDEs in one-to-three dimensions: L-KS kernel, sharp Hölder regularity, and Swift-Hohenberg law equivalence
- Moderate deviations for martingales and mixing random processes
- Brownian-time Brownian motion SIEs on \(\mathbb{R}_{+} \times \mathbb{R}^d\): ultra regular direct and lattice-limits solutions and fourth-order SPDEs links
- Uniform large deviations for parabolic SPDEs and applications
- Large deviation principle for the fourth-order stochastic heat equations with fractional noises
- Multiple solutions for a fourth-order asymptotically linear elliptic problem
- Brownian-time processes: The PDE connection II and the corresponding Feynman-Kac formula
- A BROWNIAN-TIME EXCURSION INTO FOURTH-ORDER PDES, LINEARIZED KURAMOTO–SIVASHINSKY, AND BTP-SPDES ON ℝ+ × ℝd
- STOCHASTIC CAHN–HILLIARD PARTIAL DIFFERENTIAL EQUATIONS WITH LÉVY SPACETIME WHITE NOISES