Small Time Asymptotics for Stochastic Evolution Equations

Jegaraj, Terence

doi:10.1007/s10959-010-0336-1

Cited by 3 publications

(3 citation statements)

References 9 publications

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“…Recently, the small time LDP of scalar stochastic conservation laws was also studied in [61]. The reader might refer to [12,13,33,37] and references therein for further results on this subject.…”

Section: Shihu LI Wei Liu and Yingchao Xiementioning

confidence: 99%

Small time asymptotics for SPDEs with locally monotone coefficients

Li¹,

Liu²,

Xie³

2020

Discrete &Amp; Continuous Dynamical Systems - B

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This work aims to prove the small time large deviation principle (LDP) for a class of stochastic partial differential equations (SPDEs) with locally monotone coefficients in generalized variational framework. The main result could be applied to demonstrate the small time LDP for various quasilinear and semilinear SPDEs such as stochastic porous medium equations, stochastic p-Laplace equations, stochastic Burgers type equation, stochastic 2D Navier-Stokes equation, stochastic power law fluid equation and stochastic Ladyzhenskaya model. In particular, our small time LDP result seems to be new in the case of general quasilinear SPDEs with multiplicative noise.

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Section: Shihu LI Wei Liu and Yingchao Xiementioning

confidence: 99%

Small time asymptotics for SPDEs with locally monotone coefficients

Li¹,

Liu²,

Xie³

2020

Discrete &Amp; Continuous Dynamical Systems - B

View full text Add to dashboard Cite

show abstract

“…Recently, the small time LDP of scalar stochastic conservation laws was also studied in [59]. The reader might refer to [11,12,32,35] and references therein for further results on this subject.…”

Section: Introductionmentioning

confidence: 99%

Small Time Asymptotics for SPDEs with Locally Monotone Coefficients

Li¹,

Liu

Xie³

2019

Preprint

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This work aims to prove the small time large deviation principle (LDP) for a class of stochastic partial differential equations (SPDEs) with locally monotone coefficients in generalized variational framework. The main result could be applied to demonstrate the small time LDP for various quasilinear and semilinear SPDEs such as stochastic porous media equations, stochastic p-Laplace equations, stochastic Burgers type equation, stochastic 2D Navier-Stokes equation, stochastic power law fluid equation and stochastic Ladyzhenskaya model. In particular, our small time LDP result seems to be new in the case of general quasilinear SPDEs with multiplicative noise.

show abstract

“…Using weak convergence method, a large deviation principle of Freidlin–Wentzell type for stochastic‐tamed 3D Navier–Stokes equations driven by multiplicative noise was proved in . Jegaraj obtained a large deviation principle describing the small‐time asymptotics of the solution of a stochastic evolution equation with multiplicative noise . The small‐time large deviation principle for the stochastic 3D‐tamed Navier–Stokes equations was obtained in .…”

Section: Introductionmentioning

confidence: 99%