Logarithmic Asymptotics of the Densities of SPDEs Driven by Spatially Correlated Noise
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Publication:5374170
DOI10.1007/978-3-319-11292-3_16zbMath1390.60246arXiv1312.1257OpenAlexW114687911MaRDI QIDQ5374170
Publication date: 9 April 2018
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1312.1257
Malliavin calculusstochastic partial differential equationsstochastic heat equationlarge deviation principlestochastic wave equationtopological supportVaradhan estimateslogarithmic estimates of densities
Large deviations (60F10) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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