Large deviations for a Burgers'-type SPDE
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Chenal, Fabien & Millet, Annie, 1997. "Uniform large deviations for parabolic SPDEs and applications," Stochastic Processes and their Applications, Elsevier, vol. 72(2), pages 161-186, December.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Pappalettera, Umberto, 2022. "Large deviations for stochastic equations in Hilbert spaces with non-Lipschitz drift," Stochastic Processes and their Applications, Elsevier, vol. 153(C), pages 1-20.
- Salins, M., 2021. "Systems of small-noise stochastic reaction–diffusion equations satisfy a large deviations principle that is uniform over all initial data," Stochastic Processes and their Applications, Elsevier, vol. 142(C), pages 159-194.
- Gyöngy, István & Rovira, Carles, 2000. "On Lp-solutions of semilinear stochastic partial differential equations," Stochastic Processes and their Applications, Elsevier, vol. 90(1), pages 83-108, November.
- Deugoué, G. & Tachim Medjo, T., 2023. "Large deviation for a 3D globally modified Cahn–Hilliard–Navier–Stokes model under random influences," Stochastic Processes and their Applications, Elsevier, vol. 160(C), pages 33-71.
- Gautier, Eric, 2005.
"Uniform large deviations for the nonlinear Schrodinger equation with multiplicative noise,"
Stochastic Processes and their Applications, Elsevier, vol. 115(12), pages 1904-1927, December.
- Eric Gautier, 2004. "Uniform Large Deviations for the Nonlinear Schrödinger Equation with Multiplicative Noise," Working Papers 2004-42, Center for Research in Economics and Statistics.
- Röckner, Michael & Wang, Feng-Yu & Wu, Liming, 2006. "Large deviations for stochastic generalized porous media equations," Stochastic Processes and their Applications, Elsevier, vol. 116(12), pages 1677-1689, December.
- Leila Setayeshgar, 2023. "Uniform large deviations for a class of semilinear stochastic partial differential equations driven by a Brownian sheet," Partial Differential Equations and Applications, Springer, vol. 4(1), pages 1-12, February.
- Foondun, Mohammud & Setayeshgar, Leila, 2017. "Large deviations for a class of semilinear stochastic partial differential equations," Statistics & Probability Letters, Elsevier, vol. 121(C), pages 143-151.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Gautier, Eric, 2005.
"Uniform large deviations for the nonlinear Schrodinger equation with multiplicative noise,"
Stochastic Processes and their Applications, Elsevier, vol. 115(12), pages 1904-1927, December.
- Eric Gautier, 2004. "Uniform Large Deviations for the Nonlinear Schrödinger Equation with Multiplicative Noise," Working Papers 2004-42, Center for Research in Economics and Statistics.
- Swie[combining cedilla]ch, Andrzej, 2009. "A PDE approach to large deviations in Hilbert spaces," Stochastic Processes and their Applications, Elsevier, vol. 119(4), pages 1081-1123, April.
- Eric Gautier, 2005. "Exit from a Neighborhood of Zero for Weakly Damped Stochastic Nonlinear Schrödinger Equations," Working Papers 2005-21, Center for Research in Economics and Statistics.
- Salins, M., 2021. "Systems of small-noise stochastic reaction–diffusion equations satisfy a large deviations principle that is uniform over all initial data," Stochastic Processes and their Applications, Elsevier, vol. 142(C), pages 159-194.
- Duan, Jinqiao & Millet, Annie, 2009. "Large deviations for the Boussinesq equations under random influences," Stochastic Processes and their Applications, Elsevier, vol. 119(6), pages 2052-2081, June.
- Deugoué, G. & Tachim Medjo, T., 2023. "Large deviation for a 3D globally modified Cahn–Hilliard–Navier–Stokes model under random influences," Stochastic Processes and their Applications, Elsevier, vol. 160(C), pages 33-71.
- Arturo Kohatsu & D. Márquez Carreras & M. Sanz Solé, 1999. "Asymptotic behaviour of the density in a parabolic SPDE," Economics Working Papers 371, Department of Economics and Business, Universitat Pompeu Fabra.
- A. Kohatsu-Higa & D. Márquez-Carreras & M. Sanz-Solé, 2001. "Asymptotic Behavior of the Density in a Parabolic SPDE," Journal of Theoretical Probability, Springer, vol. 14(2), pages 427-462, April.
More about this item
Keywords
Large deviation principle Stochastic partial differential equations Space-time white noise;Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:84:y:1999:i:1:p:53-70. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.