Large deviations for invariant measures of stochastic reaction–diffusion systems with multiplicative noise and non-Lipschitz reaction term

Sandra Cerrai; Michael Röckner

Annales de l'I.H.P. Probabilités et statistiques (2005)

  • Volume: 41, Issue: 1, page 69-105
  • ISSN: 0246-0203

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Cerrai, Sandra, and Röckner, Michael. "Large deviations for invariant measures of stochastic reaction–diffusion systems with multiplicative noise and non-Lipschitz reaction term." Annales de l'I.H.P. Probabilités et statistiques 41.1 (2005): 69-105. <http://eudml.org/doc/77838>.

@article{Cerrai2005,
author = {Cerrai, Sandra, Röckner, Michael},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {large deviations principle; stochastic partial differential equations; invariant measures},
language = {eng},
number = {1},
pages = {69-105},
publisher = {Elsevier},
title = {Large deviations for invariant measures of stochastic reaction–diffusion systems with multiplicative noise and non-Lipschitz reaction term},
url = {http://eudml.org/doc/77838},
volume = {41},
year = {2005},
}

TY - JOUR
AU - Cerrai, Sandra
AU - Röckner, Michael
TI - Large deviations for invariant measures of stochastic reaction–diffusion systems with multiplicative noise and non-Lipschitz reaction term
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2005
PB - Elsevier
VL - 41
IS - 1
SP - 69
EP - 105
LA - eng
KW - large deviations principle; stochastic partial differential equations; invariant measures
UR - http://eudml.org/doc/77838
ER -

References

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  3. [3] S. Cerrai, M. Röckner, Large deviations for stochastic reaction–diffusion systems with multiplicative noise and non-Lipschitz reaction term, Ann. Probab.32 (2004) 1-40. Zbl1054.60065MR2044675
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  12. [12] T. Runst, W. Sickel, Sobolev Spaces of Fractional Order, Nemytskij Operators and Nonlinear Partial Differential Equations, Walter de Gruyter, Berlin, 1996. Zbl0873.35001MR1419319
  13. [13] R. Sowers, Large deviations for a reaction–diffusion equation with non-Gaussian perturbation, Ann. Probab.20 (1992) 504-537. Zbl0749.60059MR1143433
  14. [14] R. Sowers, Large deviations for the invariant measure of a reaction–diffusion equation with non-Gaussian perturbations, Probab. Theory Related Fields92 (1992) 393-421. Zbl0767.60025MR1165518
  15. [15] H. Triebel, Interpolation Theory, Function Spaces, Differential Operators, North-Holland, Amsterdam, 1978. Zbl0387.46032MR503903
  16. [16] S.R.S. Varadhan, Asymptotic probabilities and differential equations, Comm. Pure Appl. Math.22 (1969) 261-286. Zbl0147.15503MR203230

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