Large deviations and functional law for solutions of hyperbolic stochastic partial differential equations

DOI10.1515/156939703771891851zbMath1088.60069OpenAlexW2005714556MaRDI QIDQ5467633

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Publication date: 24 May 2006

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/156939703771891851

zbMATH Keywords

two parameter martingalesfunctional law of the iterated logarithms

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Functional limit theorems; invariance principles (60F17)

Cites Work

• Estimates on moments of the solutions to stochastic differential equations with respect to martingales in the plane
• Large deviations for stationary Gaussian processes
• Large deviations and the Strassen theorem in Hölder norm
• Stochastic integrals in the plane
• Large deviations for solutions of hyperbolic SPDE's in the Hölder norm
• Large deviations for a stochastic Volterra-type equation in the Besov-Orlicz space
• Exponential inequalities for two-parameter martingales
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