A PDE approach to certain large deviation problems for systems of parabolic equations
L. C. Evans; P. E. Souganidis; G. Fournier; M. Willem
Annales de l'I.H.P. Analyse non linéaire (1989)
- Volume: S6, page 229-258
- ISSN: 0294-1449
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topEvans, L. C., et al. "A PDE approach to certain large deviation problems for systems of parabolic equations." Annales de l'I.H.P. Analyse non linéaire S6 (1989): 229-258. <http://eudml.org/doc/78197>.
@article{Evans1989,
author = {Evans, L. C., Souganidis, P. E., Fournier, G., Willem, M.},
journal = {Annales de l'I.H.P. Analyse non linéaire},
keywords = {parabolic equation; Hamilton-Jacobi equation; exponential decay properties; large deviations techniques},
language = {eng},
pages = {229-258},
publisher = {Gauthier-Villars},
title = {A PDE approach to certain large deviation problems for systems of parabolic equations},
url = {http://eudml.org/doc/78197},
volume = {S6},
year = {1989},
}
TY - JOUR
AU - Evans, L. C.
AU - Souganidis, P. E.
AU - Fournier, G.
AU - Willem, M.
TI - A PDE approach to certain large deviation problems for systems of parabolic equations
JO - Annales de l'I.H.P. Analyse non linéaire
PY - 1989
PB - Gauthier-Villars
VL - S6
SP - 229
EP - 258
LA - eng
KW - parabolic equation; Hamilton-Jacobi equation; exponential decay properties; large deviations techniques
UR - http://eudml.org/doc/78197
ER -
References
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- 10. M.I. Freidlin and A.D. Wentzell, Random Perturbations of Dynamical Systems, Springer, New York, 1984. Zbl0522.60055MR722136
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