scholarly journals Large deviation principle of occupation measures for non-linear monotone SPDEs

2020 ◽  
Author(s):  
Ran Wang ◽  
Jie Xiong ◽  
Lihu Xu
Keyword(s):  
Large Deviation Principle ◽  
Large Deviation ◽  
Deviation Principle ◽  
Occupation Measures ◽  
Non Linear

scholarly journals Large deviation principle for stochastic Burgers type equation with reflection

2021 ◽  
Vol 0 (0) ◽  
pp. 0
Author(s):  
Ran Wang ◽  
Jianliang Zhai ◽  
Shiling Zhang
Keyword(s):  
Weak Convergence ◽  
Multiplicative Noise ◽  
Large Deviation Principle ◽  
Large Deviation ◽  
Type Equation ◽  
Sufficient Condition ◽  
Convergence Criteria ◽  
Linear Coefficient ◽  
Deviation Principle ◽  
Non Linear

<p style='text-indent:20px;'>In this paper, we establish a large deviation principle for stochastic Burgers type equation with reflection perturbed by the small multiplicative noise. The main difficulties come from the highly non-linear coefficient and the singularity caused by the reflection. Here, we adopt a new sufficient condition for the weak convergence criteria, which is proposed by Matoussi, Sabbagh and Zhang [<xref ref-type="bibr" rid="b14">14</xref>].</p>

Large deviation principle for the field in prequantum classical statistical field theory

2017 ◽  
Vol 20 (04) ◽  
pp. 1750025
Author(s):  
Andrei Khrennikov ◽  
Achref Majid
Keyword(s):  
Field Theory ◽  
Random Field ◽  
Field Model ◽  
Large Deviation Principle ◽  
Large Deviation ◽  
Background Field ◽  
Deviation Principle ◽  
Statistical Field ◽  
Statistical Field Theory

In this paper, we prove a large deviation principle for the background field in prequantum statistical field model. We show a number of examples by choosing a specific random field in our model.

scholarly journals LARGE DEVIATIONS FOR FLOWS OF INTERACTING BROWNIAN MOTIONS

2010 ◽  
Vol 10 (03) ◽  
pp. 315-339 ◽  
Author(s):  
A. A. DOROGOVTSEV ◽  
O. V. OSTAPENKO
Keyword(s):  
Brownian Motion ◽  
Large Deviations ◽  
Large Deviation Principle ◽  
Large Deviation ◽  
Stochastic Flows ◽  
Brownian Motions ◽  
Deviation Principle ◽  
And Brownian Motion

We establish the large deviation principle (LDP) for stochastic flows of interacting Brownian motions. In particular, we consider smoothly correlated flows, coalescing flows and Brownian motion stopped at a hitting moment.

scholarly journals Large Deviation Principle for the Greedy Exploration Algorithm over Erdös-Rényi Graphs

2022 ◽  
Vol 19 (1) ◽  
pp. 439
Author(s):  
Paola Bermolen ◽  
Valeria Goicoechea ◽  
Matthieu Jonckheere ◽  
Ernesto Mordecki
Keyword(s):  
Large Deviation Principle ◽  
Large Deviation ◽  
Deviation Principle
Sign in / Sign up

Export Citation Format

Share Document