Large deviation principle for a stochastic heat equation with spatially correlated noise

zbMath1063.60090MaRDI QIDQ5970340

Mònica Sarrà, David Márquez-Carreras

Publication date: 7 April 2005

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/129326

zbMATH Keywords

Gaussian noisestochastic heat equationlarge deviation principle

Mathematics Subject Classification ID

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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Large deviation for stochastic Cahn-Hilliard partial differential equations ⋮ Random-field solutions to linear hyperbolic stochastic partial differential equations with variable coefficients ⋮ A large deviation principle for the stochastic heat equation with general rough noise ⋮ Large deviations for a stochastic Cahn–Hilliard equation in Hölder norm ⋮ Moderate deviations for a stochastic heat equation with spatially correlated noise ⋮ Large deviation principle for the fourth-order stochastic heat equations with fractional noises ⋮ Small stochastic perturbations in a general fractional kinetic equation ⋮ Moderate deviations for a class of semilinear SPDE with fractional noises ⋮ Hölder continuity of solutions to the Dirichlet problem for SPDEs with spatially correlated noise

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